# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001410368-25-012440
**Filing Date:** 2025-9
**Character Count:** 429977
**Document Hash:** c9c8cca01a06e99eb6ce108630fa2eae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012440.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012440

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538

**ORGANIZATION NAME:**
- **EIN:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 251350315

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **STREET 2:** 16TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### SA Franklin Tactical Opportunities Portfolio (Series ID: S000058430)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000191735 | Class 1      |  |
| C000191736 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA Franklin Tactical Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000058430

- **c. LEI of Series:** 5493007A5R0R4ZPE2B36

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

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

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $109312736.10

**Total Liabilities:** $4195111.66

**Net Assets:** $105117624.44

**Delayed Delivery Securities:** $370804.69

**Cash Not Reported:** $124757.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19.51000000 | **1-Year:** -878.66000000 | **5-Year:** -2062.65000000 | **10-Year:** -2539.20000000 | **30-Year:** -1359.06000000

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

- **3-Month:** -0.67000000 | **1-Year:** -16.33000000 | **5-Year:** -14.70000000 | **10-Year:** -2.52000000 | **30-Year:** -0.96000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191736 | 4.02%                | 3.28%                | 0.35%                |
| Class ID C000191735 | 4.00%                | 3.34%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1560984.33             | $5080612.45                                |
| Month 2  | $1240101.25              | $1923527.39                                |
| Month 3  | $1344868.26              | $-1038070.01                               |

**Designated Index Information**

- **Index Name:** 43%S&P5,5%R2,22%EAFE,30%GvCre

- **Index Identifier:** 43% SPX, 5% RU20INTR, 22% M1EA, 30% LUGCTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                                   | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        35 | NS      | $7243.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1476 | NS      | $328188.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30403.00     | 0.03%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Thermon Group Holdings Inc                                | Thermon Group Holdings Inc                                                      | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       537 | NS      | $15186.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10129.55     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MiMedx Group Inc                                          | MiMedx Group Inc                                                                | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $10425.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $86191.41     | 0.08%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85406.91     | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Astronics Corp                                            | Astronics Corp                                                                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       675 | NS      | $24381.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32974.91     | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74622 | PA      | $65779.14     | 0.06%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $34870.10     | 0.03%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                | Ligand Pharmaceuticals Inc                                                      | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       185 | NS      | $24342.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1884 | NS      | $101265.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                       | Peabody Energy Corp                                                             | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       891 | NS      | $14389.65     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                 | First BanCorp/Puerto Rico                                                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2237 | NS      | $46596.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76566.96     | 0.07%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| A10 Networks Inc                                          | A10 Networks Inc                                                                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1657 | NS      | $30521.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       215 | NS      | $11040.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        90 | NS      | $48514.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10112.86     | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sensient Technologies Corp                                | Sensient Technologies Corp                                                      | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       213 | NS      | $23917.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      3941 | NS      | $268303.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        33 | NS      | $6180.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       828 | NS      | $213897.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       448 | NS      | $351738.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank5                                                     | BANK5 2025-5YR15                                                                | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $7427.21      | 0.01%             | 2058-07-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      1440 | NS      | $56177.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245768.96    | 0.23%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rigel Pharmaceuticals Inc                                 | Rigel Pharmaceuticals Inc                                                       | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       626 | NS      | $13183.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       123 | NS      | $33802.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                 | Banc of America Commercial Mortgage Trust 2015-UBS7                             | CUSIP: 06054ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73000 | PA      | $70310.41     | 0.07%             | 2048-09-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H020683<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $242125.61    | 0.23%             | 2054-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                             | Arrowhead Pharmaceuticals Inc                                                   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       897 | NS      | $14172.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H062685<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80000 | PA      | $82112.13     | 0.08%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       591 | NS      | $157856.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                | Upwork Inc                                                                      | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1363 | NS      | $16301.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243697.69    | 0.23%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       265 | NS      | $117746.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       146 | NS      | $8238.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                     | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        56 | NS      | $6390.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                 | DigitalOcean Holdings Inc                                                       | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       493 | NS      | $13734.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20317.13     | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       742 | NS      | $39578.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                              | Protagonist Therapeutics Inc                                                    | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       370 | NS      | $19928.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                              | Navient Corp                                                                    | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       601 | NS      | $7776.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                             | Steelcase Inc                                                                   | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      1397 | NS      | $14431.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                | Rhythm Pharmaceuticals Inc                                                      | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       246 | NS      | $20966.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                              | Comerica Inc                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        53 | NS      | $3581.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      2600 | NS      | $55931.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                                | Cabot Corp                                                                      | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       287 | NS      | $20715.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                                | ServisFirst Bancshares Inc                                                      | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $6213.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                            | Tactile Systems Technology Inc                                                  | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |       980 | NS      | $9780.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cover Corp                                                | Cover Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7105.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       106 | NS      | $12321.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      1300 | NS      | $63448.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                          | DHT Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      1694 | NS      | $18786.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    925855 | PA      | $938791.54    | 0.89%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       672 | NS      | $70369.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                                   | Akebia Therapeutics Inc                                                         | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |      2026 | NS      | $7465.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       108 | NS      | $13919.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140QEXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025795 | PA      | $802945.09    | 0.76%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Bank Ltd                                          | Rakuten Bank Ltd                                                                | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |       900 | NS      | $42254.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       281 | NS      | $68013.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62269.12     | 0.06%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                                                | Bumble Inc                                                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1337 | NS      | $10401.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                               | Rush Street Interactive Inc                                                     | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       908 | NS      | $18305.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                               | REX American Resources Corp                                                     | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $15893.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       869 | NS      | $56215.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                | Tanger Inc                                                                      | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       681 | NS      | $20443.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                    | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        34 | NS      | $9192.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                 | Adeia Inc                                                                       | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1167 | NS      | $15112.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                     | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       603 | NS      | $52798.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75048 | PA      | $63908.54     | 0.06%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1456 | NS      | $323188.32    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      1155 | NS      | $51987.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      3310 | NS      | $68329.11     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                   | EnerSys                                                                         | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       309 | NS      | $28542.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3834 | NS      | $631613.16    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Tvardi Therapeutics Inc                                   | Tvardi Therapeutics Inc                                                         | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |        11 | NS      | $285.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                              | Acadian Asset Management Inc                                                    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       979 | NS      | $40912.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       282 | NS      | $84619.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                                           | Atco Ltd/Canada                                                                 | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |      1900 | NS      | $68809.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                                                | LifeMD Inc                                                                      | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1338 | NS      | $13928.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG Energy Corp                                           | MEG Energy Corp                                                                 | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |      1300 | NS      | $25622.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16133 | PA      | $16500.38     | 0.02%             | 2043-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                              | BioCryst Pharmaceuticals Inc                                                    | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      1539 | NS      | $12527.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       420 | NS      | $43734.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      9393 | NS      | $132980.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                     | Excelerate Energy Inc                                                           | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       731 | NS      | $18757.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      7967 | NS      | $189809.97    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                    | Pathward Financial Inc                                                          | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       218 | NS      | $16486.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc                           | Northeast Community Bancorp Inc                                                 | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |       777 | NS      | $16052.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61068.60     | 0.06%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       444 | NS      | $110804.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                                              | Ricoh Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |      3600 | NS      | $31762.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                                   | Univest Financial Corp.                                                         | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       604 | NS      | $17419.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    370000 | PA      | $222293.84    | 0.21%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                         | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    143939 | PA      | $144521.86    | 0.14%             | 2044-05-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       441 | NS      | $55371.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       137 | NS      | $6674.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                                | United Parks & Resorts Inc                                                      | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       243 | NS      | $11501.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       302 | NS      | $211300.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        47 | NS      | $41498.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                  | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238000 | PA      | $243947.36    | 0.23%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Kia Corp                                                  | Kia Corp                                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       882 | NS      | $65062.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                            | Tecnoglass Inc                                                                  | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |       276 | NS      | $21536.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       407 | NS      | $103032.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                     | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10060.19     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd                                               | StoneCo Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |      2348 | NS      | $30007.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                                         | JAKKS Pacific Inc                                                               | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       741 | NS      | $13123.11     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Mayville Engineering Co Inc                               | Mayville Engineering Co Inc                                                     | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |       851 | NS      | $14271.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA, Class E    | Banco Latinoamericano de Comercio Exterior SA                                   | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |       693 | NS      | $27692.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                                   | SkyWater Technology Inc                                                         | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2098 | NS      | $18777.10     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                       | Scorpio Tankers Inc                                                             | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       254 | NS      | $11483.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        60 | NS      | $6705.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32128.59     | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       241 | NS      | $33091.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      2493 | NS      | $201010.59    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                  | Yelp Inc                                                                        | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       741 | NS      | $25512.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       127 | NS      | $16510.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       293 | NS      | $8590.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                      | Mercedes-Benz Auto Receivables Trust 2023-1                                     | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87000 | PA      | $86883.99     | 0.08%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Vanguard Growth ETF                                       | Vanguard Growth ETF                                                             | CUSIP: 922908736<br>LEI: 8DLNZLT9FCSJNCMHQC12 | Long             | EC               | RF                | US        |      1235 | NS      | $562147.30    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       380 | NS      | $64672.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      7700 | NS      | $107764.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $20058.75     | 0.02%             | 2026-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 6840C2VJ1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249430.83    | 0.24%             | 2025-08-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc                                | Southwest Gas Holdings Inc                                                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       315 | NS      | $24614.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                      | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9096.47      | 0.01%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39975.30     | 0.04%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     20099 | NS      | $112917.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        34 | NS      | $6543.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                     | Cinemark Holdings Inc                                                           | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       707 | NS      | $18997.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                  | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       657 | NS      | $56382.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                           | Schlumberger NV                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       430 | NS      | $14534.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10203.80     | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                              | Catalyst Pharmaceuticals Inc                                                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       799 | NS      | $17042.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                | Terex Corp                                                                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       488 | NS      | $24819.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellway PLC                                               | Bellway PLC                                                                     | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |       826 | NS      | $27162.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2382 | NS      | $450245.64    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                         | SITE Centers Corp                                                               | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      1573 | NS      | $16941.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                          | Talos Energy Inc                                                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      3922 | NS      | $33533.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Financial Holdings SA                             | Piraeus Financial Holdings SA                                                   | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |      6522 | NS      | $50388.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                     | Customers Bancorp Inc                                                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       445 | NS      | $28368.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                   | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313385JW7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $149982.33    | 0.14%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        50 | NS      | $8322.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                       | Myriad Genetics Inc                                                             | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       360 | NS      | $1382.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                                     | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       751 | NS      | $32007.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC                                    | CONTRA BLUEPRINT MEDIC                                                          | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | N/A              | DE               |  | US        |       181 | NS      | $83.26        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       215 | NS      | $12310.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akeso Inc                                                 | Akeso Inc                                                                       | CUSIP: 000000000<br>LEI: 254900ECWYGR3QW5GF30 | Long             | EC               | CORP              | KY        |      1000 | NS      | $19694.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3132DTDT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87693 | PA      | $84554.60     | 0.08%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       359 | NS      | $66845.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      3070 | NS      | $178717.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XNKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342623 | PA      | $306513.65    | 0.29%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       794 | NS      | $90781.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                       | CUSIP: 009279100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      3712 | NS      | $186490.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                               | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      1500 | NS      | $38554.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      4200 | NS      | $51756.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                     | Artisan Partners Asset Management Inc                                           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       542 | NS      | $24525.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H032688<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210000 | PA      | $188664.34    | 0.18%             | 2054-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                            | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       640 | NS      | $44844.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       766 | NS      | $54986.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       106 | NS      | $29010.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc                                  | Flexsteel Industries Inc                                                        | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |       252 | NS      | $8570.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1013 | NS      | $289933.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| President Chain Store Corp                                | President Chain Store Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $25730.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115479.58    | 0.11%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $253814.84    | 0.24%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings Inc                                     | LiveRamp Holdings Inc                                                           | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       512 | NS      | $16803.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS                                     | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40400.74     | 0.04%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| 8x8 Inc                                                   | 8x8 Inc                                                                         | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      2435 | NS      | $4723.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      2200 | NS      | $26427.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                               | Groupon Inc                                                                     | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |       943 | NS      | $29082.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                              | American Superconductor Corp                                                    | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      1053 | NS      | $59863.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68552.87     | 0.07%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Vicor Corp                                                | Vicor Corp                                                                      | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       524 | NS      | $23286.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                             | Primerica Inc                                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        22 | NS      | $5843.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      1200 | NS      | $82360.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $581404.69    | 0.55%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Legalzoom.com Inc                                         | Legalzoom.com Inc                                                               | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      1059 | NS      | $9520.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       898 | NS      | $419976.64    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                                 | Consolidated Water Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      1126 | NS      | $32755.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $16940.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       646 | NS      | $51680.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69589.71     | 0.07%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      2386 | NS      | $69025.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                         | Everest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        28 | NS      | $9402.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      2980 | NS      | $42747.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                          | Donaldson Co Inc                                                                | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |        91 | NS      | $6549.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      2672 | NS      | $234468.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SURFACE ONCOLOG                                    | CONTRA SURFACE ONCOLOG                                                          | CUSIP: 868CVR010<br>LEI: 549300FCSG6MNIMFH738 | N/A              | DE               |  | US        |      2413 | NS      | $269.19       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |      3500 | NS      | $30385.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                  | Theravance Biopharma Inc                                                        | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |       458 | NS      | $5111.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2015-C3 Commercial Mortgage Trust                                         | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     21607 | PA      | $21532.71     | 0.02%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1210 | NS      | $86829.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       169 | NS      | $11513.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                      | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      2486 | NS      | $20012.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                                     | Pagseguro Digital Ltd                                                           | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |      3870 | NS      | $30302.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      1804 | NS      | $164821.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioEye Inc                                              | AudioEye Inc                                                                    | CUSIP: 050734201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       821 | NS      | $10517.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H060689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580000 | PA      | $587770.83    | 0.56%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       358 | NS      | $32846.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       498 | NS      | $54321.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       424 | NS      | $50888.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       196 | NS      | $16867.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       812 | NS      | $121166.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      7800 | NS      | $190448.27    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137HJMR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133906 | PA      | $133868.35    | 0.13%             | 2055-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       527 | NS      | $105872.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                           | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      4500 | NS      | $108322.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      3749 | NS      | $134224.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-CES4                                             | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106191 | PA      | $105564.32    | 0.10%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Dole PLC                                                  | Dole PLC                                                                        | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |      1307 | NS      | $18611.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                        | Forestar Group Inc                                                              | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       486 | NS      | $12052.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        66 | NS      | $9202.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                             | H&R Block Inc                                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        90 | NS      | $4890.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                             | Golar LNG Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |       376 | NS      | $15476.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10060.86     | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        41 | NS      | $13168.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1620 | NS      | $151794.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc                                                | Harrow Inc                                                                      | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       309 | NS      | $9813.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       262 | NS      | $69702.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                      | Associated Banc-Corp                                                            | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       765 | NS      | $18926.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rational AG                                               | Rational AG                                                                     | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |        31 | NS      | $24038.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       508 | NS      | $79578.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                                  | iRhythm Technologies Inc                                                        | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       218 | NS      | $30559.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                               | Hawkins Inc                                                                     | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       231 | NS      | $37717.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      1513 | NS      | $77897.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       214 | NS      | $40717.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11559 | PA      | $11811.70     | 0.01%             | 2042-12-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                              | Bread Financial Holdings Inc                                                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       318 | NS      | $19493.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        71 | NS      | $44484.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      6628 | NS      | $116143.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       180 | NS      | $56089.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp                             | Novatek Microelectronics Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $47742.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16174.27     | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Blue Bird Corp                                            | Blue Bird Corp                                                                  | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       724 | NS      | $32427.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                         | Lithia Motors Inc                                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        19 | NS      | $5472.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                                | DaVita Inc                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        59 | NS      | $8281.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                           | Teekay Corp Ltd                                                                 | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      1604 | NS      | $11548.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                             | Adaptive Biotechnologies Corp                                                   | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      1517 | NS      | $15534.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10102.95     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       229 | NS      | $8246.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                        | First Horizon Corp                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       200 | NS      | $4362.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    265000 | PA      | $189847.59    | 0.18%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        62 | NS      | $10287.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2292 | NS      | $76163.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco S&P 500 Low Volatility ETF                        | Invesco S&P 500 Low Volatility ETF                                              | CUSIP: 46138E354<br>LEI: 549300FATA6ZCF8G1744 | Long             | EC               | RF                | US        |      5419 | NS      | $392877.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE DISCOUNT NOTE                                      | Fannie Mae Discount Notes                                                       | CUSIP: 313589JW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $149982.33    | 0.14%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      3900 | NS      | $85474.14     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       164 | NS      | $17302.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113578 | PA      | $113761.18    | 0.11%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                  | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28138.60     | 0.03%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                                | Amdocs Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       683 | NS      | $58300.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                               | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       144 | NS      | $3025.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10290.04     | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $228982.85    | 0.22%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                      | Kaiser Aluminum Corp                                                            | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $16312.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      1025 | NS      | $70651.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52648 | PA      | $45136.74     | 0.04%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                 | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        58 | NS      | $6842.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1415 | NS      | $78900.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                               | Dropbox Inc                                                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       159 | NS      | $4320.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                          | InterDigital Inc                                                                | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $47508.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                            | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        64 | NS      | $9240.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27804 | PA      | $26325.77     | 0.03%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      5005 | NS      | $76222.69     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                              | Collegium Pharmaceutical Inc                                                    | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       262 | NS      | $7823.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                              | Supernus Pharmaceuticals Inc                                                    | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       208 | NS      | $7300.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      1321 | NS      | $95124.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       535 | NS      | $19094.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      1408 | NS      | $92774.59     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       179 | NS      | $25609.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                       | Georgia-Pacific LLC                                                             | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40273.54     | 0.04%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries Inc                                  | Winnebago Industries Inc                                                        | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       259 | NS      | $7697.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                     | Farmland Partners Inc                                                           | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |      2583 | NS      | $27044.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      6290 | NS      | $195915.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |       143 | NS      | $4049.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87034.72     | 0.08%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                                 | California Resources Corp                                                       | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       556 | NS      | $26788.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                                | Amalgamated Financial Corp                                                      | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $18466.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       995 | NS      | $89788.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                | Qualys Inc                                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       192 | NS      | $25549.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                       | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |      3725 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       500 | NS      | $21855.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       456 | NS      | $74132.83     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       530 | NS      | $38228.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                           | Hanesbrands Inc                                                                 | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      3405 | NS      | $13926.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       778 | NS      | $12782.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       302 | NS      | $41651.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                   | Modine Manufacturing Co                                                         | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       376 | NS      | $50594.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1504 | NS      | $272314.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                             | Frontdoor Inc                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       432 | NS      | $25272.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       360 | NS      | $100180.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1023 | NS      | $280987.41    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     95000 | PA      | $92268.75     | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10035.50     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       600 | NS      | $108740.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      3027 | NS      | $78399.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H042687<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130000 | PA      | $123354.60    | 0.12%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3785 | NS      | $260256.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13733.39     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                  | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30218.63     | 0.03%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       264 | NS      | $35030.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19784.02     | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5289 | NS      | $1014959.10   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H052686<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280000 | PA      | $279244.29    | 0.27%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20427.80     | 0.02%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      4136 | NS      | $18405.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       714 | NS      | $88236.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29884.55     | 0.03%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418FKL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213702 | PA      | $202768.36    | 0.19%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                               | CUSIP: 49455LV15<br>LEI: 549300WR7IX8XE0TBO16 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249966.83    | 0.24%             | 2025-08-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      4900 | NS      | $63504.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       907 | NS      | $93346.42     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                               | Allient Inc                                                                     | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       361 | NS      | $14551.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     97856 | NS      | $100543.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55142.53     | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       149 | NS      | $32746.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      3121 | NS      | $1078211.87   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       308 | NS      | $29099.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                      | TrustCo Bank Corp NY                                                            | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       406 | NS      | $13625.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       844 | NS      | $83859.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91132.74     | 0.09%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       396 | NS      | $65719.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54509 | PA      | $54636.08     | 0.05%             | 2045-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       236 | NS      | $14315.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                      | Range Resources Corp                                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       185 | NS      | $6793.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       807 | NS      | $255438.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                 | USANA Health Sciences Inc                                                       | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       214 | NS      | $6289.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                    | Group 1 Automotive Inc                                                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        80 | NS      | $32972.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                         | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |        57 | NS      | $5133.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       133 | NS      | $22237.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       666 | NS      | $462676.86    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                        | Axos Financial Inc                                                              | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       495 | NS      | $42743.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                 | Halozyme Therapeutics Inc                                                       | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |        81 | NS      | $4857.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       154 | NS      | $14114.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $48428.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      4100 | NS      | $137273.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       716 | NS      | $32255.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gyre Therapeutics Inc                                     | Gyre Therapeutics Inc                                                           | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Long             | EC               | CORP              | US        |       188 | NS      | $1325.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       100 | NS      | $15965.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc                      | Innovative Industrial Properties Inc                                            | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |       173 | NS      | $8944.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     50000 | NS      | $78726.11     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       134 | NS      | $22395.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      2483 | NS      | $136118.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                             | American Eagle Outfitters Inc                                                   | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      1166 | NS      | $12592.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerresheimer AG                                           | Gerresheimer AG                                                                 | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |       391 | NS      | $19356.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                               | Kennedy-Wilson Holdings Inc                                                     | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      1363 | NS      | $9977.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2307 | NS      | $347134.29    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                            | SSR Mining Inc                                                                  | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      2800 | NS      | $33460.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co Ltd                                                                   | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      3100 | NS      | $123454.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                            | CUSIP: 87613EV10<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249966.20    | 0.24%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3142 | NS      | $186525.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2737 | NS      | $131603.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                         | Toll Brothers Inc                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        64 | NS      | $7575.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                                 | Hovnanian Enterprises Inc                                                       | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       124 | NS      | $14814.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       190 | NS      | $21232.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       307 | NS      | $129240.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                          | BJ's Wholesale Club Holdings Inc                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       969 | NS      | $102617.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     19818 | NS      | $137929.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| USB Auto Owner Trust                                      | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71000 | PA      | $70992.20     | 0.07%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       466 | NS      | $104183.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1270 | NS      | $189547.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                              | Ironwood Pharmaceuticals Inc                                                    | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      1067 | NS      | $815.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281834.34    | 0.27%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      2000 | NS      | $49336.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        29 | NS      | $7966.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8054.26      | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      1924 | NS      | $100011.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50919.16     | 0.05%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LY Corp                                                   | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      3700 | NS      | $13617.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                        | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       435 | NS      | $8360.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc                                         | PDL BioPharma Inc                                                               | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |      3800 | NS      | $237.73       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                | ACADIA Pharmaceuticals Inc                                                      | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       741 | NS      | $17658.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        86 | NS      | $6463.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                         | IBEX Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |       975 | NS      | $28830.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE DISCOUNT NOTE                                      | Fannie Mae Discount Notes                                                       | CUSIP: 313589JZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $399811.56    | 0.38%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        90 | NS      | $33085.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      1041 | NS      | $238784.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheng Shin Rubber Industry Co Ltd                         | Cheng Shin Rubber Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 3003006VZBNKJZLNJ718 | Long             | EC               | CORP              | TW        |     39000 | NS      | $52396.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      1400 | NS      | $63222.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd                                                              | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       627 | NS      | $20331.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $116359.09    | 0.11%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XNZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238688 | PA      | $204389.69    | 0.19%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       151 | NS      | $41978.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9659.26      | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                             | LG Uplus Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8240 | NS      | $86927.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      6404 | NS      | $3416534.00   | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107226.34    | 0.10%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| A O Smith Corp                                            | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        89 | NS      | $6300.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                                   | Olo Inc                                                                         | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2329 | NS      | $24407.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      1893 | NS      | $90537.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       222 | NS      | $11610.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                  | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15902.40     | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82951 | PA      | $81616.69     | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp/MI                                  | Independent Bank Corp/MI                                                        | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       573 | NS      | $17505.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                             | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        50 | NS      | $6577.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       891 | NS      | $185675.49    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                   | ANI Pharmaceuticals Inc                                                         | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |        78 | NS      | $4941.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       141 | NS      | $16010.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc                         | Power Solutions International Inc                                               | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       176 | NS      | $16500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $109604.69    | 0.10%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        65 | NS      | $12593.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                        | Regal Rexnord Corp                                                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        48 | NS      | $7338.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd                                                          | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      1051 | NS      | $29263.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1163 | NS      | $214957.29    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-LC19 Mortgage Trust                                                   | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $19298.48     | 0.02%             | 2048-02-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      9100 | NS      | $72625.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116169 | PA      | $115776.77    | 0.11%             | 2055-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63144.36     | 0.06%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies Inc                              | Watts Water Technologies Inc                                                    | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        98 | NS      | $25707.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                 | Kellanova                                                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       783 | NS      | $62506.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1132 | NS      | $444570.36    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        28 | NS      | $7808.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140QFG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61748 | PA      | $52879.93     | 0.05%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Newmont Goldcorp Corp.                                    | Newmont Goldcorp Corp.                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       805 | NS      | $49990.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        48 | NS      | $2573.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       227 | NS      | $71688.87     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                             | Costamare Inc                                                                   | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |      3175 | NS      | $32035.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                                 | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       443 | NS      | $41025.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     17851 | NS      | $3175157.37   | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418EER7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77135 | PA      | $69576.77     | 0.07%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       521 | NS      | $33896.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       909 | NS      | $137840.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        89 | NS      | $16647.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                  | Weave Communications Inc                                                        | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1457 | NS      | $10636.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                         | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    161229 | PA      | $161430.21    | 0.15%             | 2045-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XQA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89871 | PA      | $77741.72     | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      2669 | NS      | $129997.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1621 | NS      | $371468.36    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                 | Spire Inc                                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       252 | NS      | $18766.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      8152 | NS      | $152660.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2487 | NS      | $224899.41    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                | Amneal Pharmaceuticals Inc                                                      | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      1166 | NS      | $9118.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1612 | NS      | $75876.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                            | BankUnited Inc                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       689 | NS      | $25127.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 01527LV10<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | STIV             |  | US        |    250000 | PA      | $249968.45    | 0.24%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1090 | NS      | $210217.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                      | JBG SMITH Properties                                                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |      1242 | NS      | $26305.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27021.43     | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       208 | NS      | $55615.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                 | American Assets Trust Inc                                                       | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       654 | NS      | $12445.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       421 | NS      | $69143.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                         | Bloom Energy Corp                                                               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1929 | NS      | $72125.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        70 | NS      | $13209.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $213858.35    | 0.20%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| THK Co Ltd                                                | THK Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $16981.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                     | Twist Bioscience Corp                                                           | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       243 | NS      | $8157.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                              | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1764512 | NS      | $1764512.46   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       248 | NS      | $17064.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       824 | NS      | $51170.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                    | Patrick Industries Inc                                                          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       315 | NS      | $30630.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       300 | NS      | $57533.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mustang Bio Inc                                           | Mustang Bio Inc                                                                 | CUSIP: 62818Q302<br>LEI: 5493004W0VC1DPECQ779 | Long             | EC               | CORP              | US        |         2 | NS      | $3.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                                | Organogenesis Holdings Inc                                                      | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       953 | NS      | $4402.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corp                                         | XOMA Royalty Corp                                                               | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |        99 | NS      | $2463.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      1174 | NS      | $36227.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      3887 | NS      | $462980.57    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      1982 | NS      | $50284.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                            | Lands' End Inc                                                                  | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      1177 | NS      | $13806.21     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       800 | NS      | $368208.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10196.84     | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                              | CD 2017-CD4 Mortgage Trust                                                      | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32000 | PA      | $29982.30     | 0.03%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| First Internet Bancorp                                    | First Internet Bancorp                                                          | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       209 | NS      | $4583.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      4600 | NS      | $84785.81     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                       | Signet Jewelers Ltd                                                             | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       286 | NS      | $22622.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods Inc                                                       | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        38 | NS      | $8037.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                           | Bancorp Inc/The                                                                 | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |       551 | NS      | $34801.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       869 | NS      | $173104.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanaGold Corp                                           | OceanaGold Corp                                                                 | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |      2733 | NS      | $37180.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       147 | NS      | $11441.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      6111 | NS      | $598755.78    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                              | LivaNova PLC                                                                    | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       561 | NS      | $23668.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcos Dorados Holdings Inc                                | Arcos Dorados Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |      2363 | NS      | $15713.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      1758 | NS      | $61873.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                   | Box Inc                                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       689 | NS      | $22116.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fennec Pharmaceuticals Inc                                | Fennec Pharmaceuticals Inc                                                      | CUSIP: 31447P100<br>LEI: 5299003IE70ITO2CBM73 | Long             | EC               | CORP              | CA        |       543 | NS      | $4441.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      3237 | NS      | $219759.93    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       205 | NS      | $55747.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                                  | DNOW Inc                                                                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2545 | NS      | $39600.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                              | Adtalem Global Education Inc                                                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       338 | NS      | $38623.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9860.84      | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                                      | Gulfport Energy Corp                                                            | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       136 | NS      | $23681.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                             | REV Group Inc                                                                   | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       749 | NS      | $37112.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                         | RMR Group Inc/The                                                               | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       543 | NS      | $8720.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3132CXAN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54584 | PA      | $50680.44     | 0.05%             | 2037-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1569 | NS      | $207751.29    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       408 | NS      | $40294.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2825 | NS      | $315383.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       890 | NS      | $31485.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                                 | Benchmark Electronics Inc                                                       | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       478 | NS      | $18403.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       173 | NS      | $34115.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2023 | NS      | $177082.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |        53 | NS      | $4973.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                              | Sanmina Corp                                                                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       334 | NS      | $38757.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95236 | PA      | $98145.25     | 0.09%             | 2029-05-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2024-INV1 Mortgage Loan Trust                                              | CUSIP: 12672RAA0<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |    150492 | PA      | $150696.63    | 0.14%             | 2068-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-11                                | CUSIP: 161919AX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104993 | PA      | $104800.54    | 0.10%             | 2055-11-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc                                     | BlueLinx Holdings Inc                                                           | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       273 | NS      | $20002.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      3731 | NS      | $123412.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XK5Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55076 | PA      | $48648.16     | 0.05%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       131 | NS      | $16710.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       282 | NS      | $43992.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa SA                                                 | Itausa SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     17190 | NS      | $31773.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                             | EverQuote Inc                                                                   | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1241 | NS      | $30516.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9672.60      | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        88 | NS      | $67604.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      1500 | NS      | $37897.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29881.64     | 0.03%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103165.36    | 0.10%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        45 | NS      | $5620.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418FHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130579 | PA      | $134668.51    | 0.13%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2292 | NS      | $161883.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10129.70     | 0.01%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                            | BB Seguridade Participacoes SA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      9400 | NS      | $56572.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co Ltd                                         | SK Telecom Co Ltd                                                               | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      1526 | NS      | $61731.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1580 | NS      | $126984.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     38000 | PA      | $39118.47     | 0.04%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133168.27    | 0.13%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       624 | NS      | $64584.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380000 | PA      | $369815.12    | 0.35%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      2900 | NS      | $20298.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                | Rambus Inc                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       387 | NS      | $28610.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      8307 | NS      | $38177.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      2400 | NS      | $36087.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20209.88     | 0.02%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp                                               | Deluxe Corp                                                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       770 | NS      | $12397.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                             | HCI Group Inc                                                                   | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       137 | NS      | $19185.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20249.30     | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3644 | NS      | $453787.32    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                            | ScanSource Inc                                                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       539 | NS      | $20934.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      2100 | NS      | $43740.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      6479 | NS      | $145066.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                               | NETGEAR Inc                                                                     | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1183 | NS      | $27504.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      2068 | NS      | $53638.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SWCH Commercial Mortgage Trust                            | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99500.00     | 0.09%             | 2042-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      6009 | NS      | $96816.57     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3264 | NS      | $191760.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                       | Krystal Biotech Inc                                                             | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |        81 | NS      | $12463.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                  | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        95 | NS      | $5421.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics, Inc.                                  | Spyre Therapeutics, Inc.                                                        | CUSIP: 007CVR020<br>LEI: N/A                  | N/A              | DE               |  | US        |      1300 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      2153 | NS      | $59557.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       960 | NS      | $453004.80    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                          | Markel Group Inc                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         6 | NS      | $12049.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                | Sezzle Inc                                                                      | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |       126 | NS      | $19509.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $209967.19    | 0.20%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     22681 | NS      | $137053.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      1500 | NS      | $90039.79     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                            | Shinhan Financial Group Co Ltd                                                  | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      1053 | NS      | $51632.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         7 | NS      | $13963.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      2064 | NS      | $31500.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136BWSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139999 | PA      | $139871.93    | 0.13%             | 2055-07-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                                | Sabra Health Care REIT Inc                                                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      1629 | NS      | $29370.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                          | Badger Meter Inc                                                                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       116 | NS      | $21896.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       854 | NS      | $990127.60    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                        | ADMA Biologics Inc                                                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1157 | NS      | $21635.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                       | Ladder Capital Corp                                                             | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |      1271 | NS      | $13879.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       869 | NS      | $129959.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                   | Pebblebrook Hotel Trust                                                         | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |       847 | NS      | $8495.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     26099 | NS      | $116753.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      2733 | NS      | $73590.41     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                   | Alexander & Baldwin Inc                                                         | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |      1172 | NS      | $21072.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38380LXV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12554 | PA      | $12556.19     | 0.01%             | 2069-08-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       594 | NS      | $285767.46    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                  | Turning Point Brands Inc                                                        | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       256 | NS      | $21232.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                      | Cracker Barrel Old Country Store Inc                                            | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |        71 | NS      | $4402.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                           | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       125 | NS      | $5677.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                    | Hims & Hers Health Inc                                                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      1422 | NS      | $94107.96     | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Dycom Industries Inc                                      | Dycom Industries Inc                                                            | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       154 | NS      | $41396.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                          | Essent Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       515 | NS      | $28834.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      2125 | NS      | $32461.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC                                               | TJX Cos Inc/The                                                                 | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264191.16    | 0.25%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       297 | NS      | $14228.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51130.75     | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc                                  | Axcelis Technologies Inc                                                        | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       210 | NS      | $14214.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                             | National Health Investors Inc                                                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       317 | NS      | $22145.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       760 | NS      | $198937.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       150 | NS      | $84970.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65995.39     | 0.06%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20216.61     | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      8918 | NS      | $244442.38    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                | Matson Inc                                                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       227 | NS      | $24239.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                           | SiriusPoint Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      1650 | NS      | $32356.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                              | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       529 | NS      | $17361.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       412 | NS      | $12743.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                             | Riley Exploration Permian Inc                                                   | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       373 | NS      | $9787.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Revolving Receivables Trust                  | GM Financial Revolving Receivables Trust 2024-1                                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74000 | PA      | $75439.35     | 0.07%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                                  | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       136 | NS      | $23009.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3444 | NS      | $1011502.80   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       581 | NS      | $171453.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                                | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      8100 | NS      | $75333.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      1972 | NS      | $42860.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     14548 | NS      | $687683.96    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2025-1                                                 | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |     86510 | PA      | $86351.54     | 0.08%             | 2055-06-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       104 | NS      | $7468.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Place Securitization Trust                        | Station Place Securitization Trust Series 2025-1                                | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99000 | PA      | $98948.27     | 0.09%             | 2026-07-23      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241975.46    | 0.23%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      3000 | NS      | $53643.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67967.14     | 0.06%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      3500 | NS      | $43100.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        68 | NS      | $1910.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                         | Eagle Bancorp Inc                                                               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       452 | NS      | $7272.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1269 | NS      | $391194.63    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       620 | NS      | $27875.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                  | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5974.68      | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      2400 | NS      | $34177.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                          | NMI Holdings Inc                                                                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       640 | NS      | $23884.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      3384 | NS      | $121570.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                   | Avidity Biosciences Inc                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $9287.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      3655 | NS      | $85465.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                     | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     31667 | PA      | $29730.73     | 0.03%             | 2046-07-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1150853.52   | 1.09%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       257 | NS      | $94450.07     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                        | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20033.11     | 0.02%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                          | Canadian Pacific Kansas City Ltd                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1266 | NS      | $93114.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC Trust                                                 | NYCT Trust 2024-3ELV                                                            | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100332.35    | 0.10%             | 2029-08-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Dundee Precious Metals Inc                                | Dundee Precious Metals Inc                                                      | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      6440 | NS      | $104110.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113510.66    | 0.11%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                  | Capital One Prime Auto Receivables Trust 2023-1                                 | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120440 | PA      | $120654.81    | 0.11%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $16905.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      4027 | NS      | $44535.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       909 | NS      | $54063.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65572 | PA      | $55801.50     | 0.05%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nu Skin Enterprises Inc                                   | Nu Skin Enterprises Inc                                                         | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2220 | NS      | $18603.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      2961 | NS      | $122154.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                        | Enterprise Financial Services Corp                                              | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       290 | NS      | $16005.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       179 | NS      | $12673.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                  | Yext Inc                                                                        | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      1906 | NS      | $15476.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                               | Genesco Inc                                                                     | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       227 | NS      | $5461.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       785 | NS      | $46046.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      3829 | NS      | $151189.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                          | Radian Group Inc                                                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      1423 | NS      | $46404.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       147 | NS      | $5409.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                                  | Curbline Properties Corp                                                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |       584 | NS      | $12906.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                            | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $9054.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                              | Veracyte Inc                                                                    | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |       490 | NS      | $11519.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                      | Ensign Group Inc/The                                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       380 | NS      | $57000.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                     | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $7418.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wienerberger AG                                           | Wienerberger AG                                                                 | CUSIP: 000000000<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |      1080 | NS      | $36383.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $233015.00    | 0.22%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140QLHY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121248 | PA      | $104581.97    | 0.10%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                       | Xerox Holdings Corp                                                             | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      1333 | NS      | $5398.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      1900 | NS      | $61838.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc                             | Core Molding Technologies Inc                                                   | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |       437 | NS      | $7271.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9855.69      | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nexans SA                                                 | Nexans SA                                                                       | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |       459 | NS      | $66262.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       254 | NS      | $17696.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3034 | NS      | $33586.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                           | Murphy Oil Corp                                                                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       953 | NS      | $23643.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                              | Innoviva Inc                                                                    | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1071 | NS      | $19460.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                              | Bel Fuse Inc                                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       276 | NS      | $35891.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                    | Employers Holdings Inc                                                          | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       339 | NS      | $13993.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-2                                          | CUSIP: 46593NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200860 | PA      | $200497.69    | 0.19%             | 2055-07-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                | Kenvue Inc                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      1012 | NS      | $21697.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       305 | NS      | $44322.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                           | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       190 | NS      | $6511.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                                     | Antero Midstream Corp                                                           | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $6826.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       901 | NS      | $44378.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    395000 | PA      | $387020.59    | 0.37%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        79 | NS      | $36593.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                    | Progress Software Corp                                                          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       358 | NS      | $17212.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $61303.13     | 0.06%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Summit Hotel Properties Inc                               | Summit Hotel Properties Inc                                                     | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |      2715 | NS      | $14172.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                         | Newmark Group Inc                                                               | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1148 | NS      | $17415.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2024-NQM9 Trust                                                             | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |    138871 | PA      | $139749.34    | 0.13%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                                  | SLM Corp                                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1457 | NS      | $46332.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                             | iRadimed Corp                                                                   | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       151 | NS      | $8809.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1358 | NS      | $48263.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      1010 | NS      | $15039.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                                | CareDx Inc                                                                      | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      1022 | NS      | $12555.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                      | Bridgebio Pharma Inc                                                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       376 | NS      | $17773.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1134516 | PA      | $1128820.21   | 1.07%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                | Corpay Inc                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        37 | NS      | $11952.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                       | Cal-Maine Foods Inc                                                             | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       396 | NS      | $44011.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                              | Nuvalent Inc                                                                    | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $3917.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                        | Teekay Tankers Ltd                                                              | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |       477 | NS      | $20200.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                            | TechnipFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |       281 | NS      | $10219.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      7546 | NS      | $211740.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                          | Wynn Resorts Ltd                                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        81 | NS      | $8831.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                                 | Piedmont Realty Trust Inc                                                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      1053 | NS      | $7960.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc/TX                                | Guaranty Bancshares Inc/TX                                                      | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       363 | NS      | $15830.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       102 | NS      | $15046.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       191 | NS      | $138205.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                        | ABM Industries Inc                                                              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       409 | NS      | $18867.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     95000 | PA      | $89973.91     | 0.09%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10093.18     | 0.01%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      1283 | NS      | $66860.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      1370 | NS      | $73903.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                             | Preferred Bank/Los Angeles CA                                                   | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       213 | NS      | $19344.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71846.93     | 0.07%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                                   | Kymera Therapeutics Inc                                                         | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $5337.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co Ltd                                         | PetroChina Co Ltd                                                               | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     60000 | NS      | $58624.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                                | Acuity Inc                                                                      | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $7472.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       218 | NS      | $25798.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       110 | NS      | $103743.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                  | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      1600 | NS      | $30090.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                    | Stoke Therapeutics Inc                                                          | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      1054 | NS      | $13543.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                         | Turtle Beach Corp                                                               | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       919 | NS      | $13362.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                              | Ducommun Inc                                                                    | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       284 | NS      | $25838.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20787 | PA      | $20787.38     | 0.02%             | 2045-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241659.76    | 0.23%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       377 | NS      | $30009.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                   | RPC Inc                                                                         | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3935 | NS      | $18297.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                            | BAWAG Group AG                                                                  | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |       495 | NS      | $62590.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                            | Photronics Inc                                                                  | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1276 | NS      | $25979.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      1500 | NS      | $38345.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       384 | NS      | $30493.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75314 | PA      | $61204.39     | 0.06%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONTRA SPECTRUM PHARMA                                    | CONTRA SPECTRUM PHARMA                                                          | CUSIP: 847CVR016<br>LEI: 549300COU30WSP3O5I07 | N/A              | DE               |  | US        |      2839 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Middleby Corp/The                                         | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        42 | NS      | $6098.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                                 | Dynavax Technologies Corp                                                       | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |       486 | NS      | $5336.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1094 | NS      | $361982.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                  | Fabrinet                                                                        | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       113 | NS      | $36581.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $77471.20     | 0.07%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| G-III Apparel Group Ltd                                   | G-III Apparel Group Ltd                                                         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       543 | NS      | $12814.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |         8 | NS      | $33595.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     23700 | NS      | $46728.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    137000 | NS      | $138047.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1943 | NS      | $90815.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      2831 | NS      | $208802.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                         | HF Sinclair Corp.                                                               | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |       146 | NS      | $6415.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                   | Insight Enterprises Inc                                                         | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       128 | NS      | $15178.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       387 | NS      | $16528.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMERICA INC                                     | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30687.20     | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2024-3                           | CUSIP: 61776QAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123407 | PA      | $123208.19    | 0.12%             | 2054-07-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10279.03     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       635 | NS      | $52088.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                               | Arcellx Inc                                                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $16062.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       449 | NS      | $34101.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     35000 | PA      | $34354.97     | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136BSFL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128936 | PA      | $128941.13    | 0.12%             | 2054-06-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                     | Valterra Platinum Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       213 | NS      | $9507.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                 | MGM Resorts International                                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       211 | NS      | $7690.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       652 | NS      | $64782.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                   | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      9092 | NS      | $46940.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      2186 | NS      | $37255.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       478 | NS      | $58143.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                        | Credo Technology Group Holding Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       511 | NS      | $57002.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       345 | NS      | $136697.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10087.75     | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2524 | NS      | $1952162.56   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       300 | NS      | $38156.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                            | Gannett Co Inc                                                                  | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      3792 | NS      | $14447.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $274153.74    | 0.26%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Perdoceo Education Corp                                   | Perdoceo Education Corp                                                         | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       777 | NS      | $22362.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                               | Ardelyx Inc                                                                     | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |      2020 | NS      | $8564.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        40 | NS      | $4585.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                       | TG Therapeutics Inc                                                             | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |       726 | NS      | $25773.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        83 | NS      | $14502.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       777 | NS      | $29118.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19921.51     | 0.02%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      5230 | NS      | $223634.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      2769 | NS      | $69845.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                    | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |       925 | NS      | $26850.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       914 | NS      | $231945.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       110 | NS      | $23907.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                                | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $6227.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                                  | Cullen/Frost Bankers Inc                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        28 | NS      | $3567.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      3718 | NS      | $66802.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                               | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      2600 | NS      | $81068.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2993 | NS      | $471607.01    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        27 | NS      | $1890.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |      1901 | NS      | $44776.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       497 | NS      | $94439.33     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                                      | Kronos Worldwide Inc                                                            | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      1212 | NS      | $6484.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                        | UFP Industries Inc                                                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |        39 | NS      | $3822.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $32480.78     | 0.03%             | 2052-05-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       410 | NS      | $55047.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1072 | NS      | $237812.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                            | Central Pacific Financial Corp                                                  | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       452 | NS      | $12050.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    720000 | PA      | $589842.64    | 0.56%             | 2054-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2024-3 Mortgage Loan Trust                                                 | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |    138903 | PA      | $140167.91    | 0.13%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1806 | NS      | $53258.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                         | Flowers Foods Inc                                                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      2255 | NS      | $35741.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       229 | NS      | $46544.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                             | American Public Education Inc                                                   | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       893 | NS      | $26361.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                       | Century Aluminum Co                                                             | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       593 | NS      | $12559.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        68 | NS      | $12317.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp                                         | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       600 | NS      | $81644.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       772 | NS      | $119829.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                               | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       459 | NS      | $131310.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                    | Mueller Industries Inc                                                          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        86 | NS      | $7341.82      | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Amrize Ltd                                                | Amrize Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       646 | NS      | $32655.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                                    | Puma Biotechnology Inc                                                          | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3632 | NS      | $11295.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       394 | NS      | $91050.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                               | Penske Automotive Group Inc                                                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        51 | NS      | $8537.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H040681<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110000 | PA      | $101285.33    | 0.10%             | 2054-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10126.23     | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      3400 | NS      | $100827.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      3600 | NS      | $57601.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12137.64     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H030682<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170000 | PA      | $148515.51    | 0.14%             | 2054-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38920.46     | 0.04%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        39 | NS      | $95734.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1806 | NS      | $162489.73    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd                                                 | Aegon Ltd                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |      7649 | NS      | $54853.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                                          | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      1100 | NS      | $14205.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2478 | NS      | $153487.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                  | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       187 | NS      | $5510.89      | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        85 | NS      | $12697.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2771 | NS      | $481045.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     12143 | NS      | $96310.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                                        | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      7700 | NS      | $40522.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                               | Unisys Corp                                                                     | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      7103 | NS      | $29335.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      2635 | NS      | $234936.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      1006 | NS      | $41226.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231958.26    | 0.22%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1948 | NS      | $283453.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                                      | Super Group SGHC Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |      3587 | NS      | $38560.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       244 | NS      | $11643.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     18178 | NS      | $89137.14     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       196 | NS      | $32102.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                         | ACI Worldwide Inc                                                               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       360 | NS      | $15321.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Feihe Ltd                                           | China Feihe Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44100 | NS      | $26235.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                         | Seneca Foods Corp                                                               | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $30266.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020687<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $101671.10    | 0.10%             | 2054-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        31 | NS      | $61590.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31534.80     | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       156 | NS      | $56695.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                               | Arcutis Biotherapeutics Inc                                                     | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498 | NS      | $7260.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                    | Abercrombie & Fitch Co                                                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       245 | NS      | $23524.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $19083.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-HQA2                                         | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    144425 | PA      | $145057.58    | 0.14%             | 2044-08-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR Trust 2019-DNA3                                               | CUSIP: 35564TBD1<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |     80000 | PA      | $84101.82     | 0.08%             | 2049-07-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       196 | NS      | $30760.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                              | Vericel Corp                                                                    | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       319 | NS      | $11145.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |       932 | NS      | $35694.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                          | Harmony Biosciences Holdings Inc                                                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       885 | NS      | $31134.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1440 | NS      | $146088.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      3476 | NS      | $39695.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       989 | NS      | $140892.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                              | Cimpress PLC                                                                    | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |       209 | NS      | $11559.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        32 | NS      | $16480.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15681.10     | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       460 | NS      | $201489.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                     | Powell Industries Inc                                                           | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       158 | NS      | $37461.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49337.23     | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     16654 | NS      | $143225.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98607.05     | 0.09%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                     | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        72 | NS      | $11612.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       517 | NS      | $47993.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                          | HealthStream Inc                                                                | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       540 | NS      | $14126.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1314 | NS      | $192842.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                     | CUSIP: 61690VBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $43347.53     | 0.04%             | 2048-10-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8253.32      | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       605 | NS      | $155276.73    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core High Dividend ETF                            | iShares Core High Dividend ETF                                                  | CUSIP: 46429B663<br>LEI: 549300M7WVLJWAVPDO86 | Long             | EC               | RF                | US        |      3347 | NS      | $395883.16    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       140 | NS      | $10887.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63385.88     | 0.06%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       853 | NS      | $57588.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       150 | NS      | $5677.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc                                              | SK Hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       194 | NS      | $38260.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      2700 | NS      | $63883.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                                            | NEXTracker Inc                                                                  | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       917 | NS      | $53424.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2024-2 Mortgage Loan Trust                                                 | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |     76062 | PA      | $76459.78     | 0.07%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                              | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       212 | NS      | $7678.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                                          | Genie Energy Ltd                                                                | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |       481 | NS      | $9773.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251090.28    | 0.24%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ADT Inc                                                   | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498 | NS      | $4158.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp                                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        93 | NS      | $5361.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                   | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      5400 | NS      | $51582.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       124 | NS      | $81452.43     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        63 | NS      | $32645.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       215 | NS      | $76107.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2025-V15 Mortgage Trust                                               | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659942 | PA      | $31400.57     | 0.03%             | 2058-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| LSI Industries Inc                                        | LSI Industries Inc                                                              | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      1062 | NS      | $19434.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     10148 | NS      | $73954.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       562 | NS      | $69907.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         2 | NS      | $15098.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       447 | NS      | $68163.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                     | Idemitsu Kosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      5600 | NS      | $35976.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                         | U-Haul Holding Co                                                               | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       127 | NS      | $6604.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd                                    | Brother Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      2700 | NS      | $46148.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27545.95     | 0.03%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                                    | CACI International Inc                                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        16 | NS      | $7369.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       492 | NS      | $12462.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Onex Corp                                                 | Onex Corp                                                                       | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |       381 | NS      | $30994.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                              | ODP Corp/The                                                                    | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1728 | NS      | $30827.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                                 | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |       432 | NS      | $43309.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1771 | NS      | $124147.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2024-NQM5                                       | CUSIP: 105925AA9<br>LEI: 254900RBHU9OC1RNXD92 | Long             | ABS-MBS          | CORP              | US        |    145400 | PA      | $145596.43    | 0.14%             | 2064-06-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| International Money Express Inc                           | International Money Express Inc                                                 | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $5088.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                      | Commercial Metals Co                                                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       502 | NS      | $26033.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       251 | NS      | $22165.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       193 | NS      | $39924.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                           | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90492.70     | 0.09%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust Inc                            | NexPoint Residential Trust Inc                                                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |       377 | NS      | $11754.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       868 | NS      | $99353.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       985 | NS      | $623967.95    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1134625.00   | 1.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |       200 | NS      | $8236.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      8047 | NS      | $1670315.79   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                     | Lantheus Holdings Inc                                                           | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       127 | NS      | $9041.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                 | Asana Inc                                                                       | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |       121 | NS      | $1776.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp                              | United Microelectronics Corp                                                    | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |      9000 | NS      | $12528.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      1100 | NS      | $92566.31     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                  | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $67573.61     | 0.06%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Commerce Bancshares Inc/MO                                | Commerce Bancshares Inc/MO                                                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $4406.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I                                    | CONTRA ADURO BIOTECH I                                                          | CUSIP: 007CVR012<br>LEI: N/A                  | N/A              | DE               |  | US        |       460 | NS      | $110.40       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H022689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    310000 | PA      | $260644.40    | 0.25%             | 2054-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                         | U-Haul Holding Co                                                               | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        10 | NS      | $578.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6802.52      | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Interface Inc                                             | Interface Inc                                                                   | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1026 | NS      | $21156.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XQU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9125 | PA      | $9135.61      | 0.01%             | 2030-02-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Vimeo Inc                                                 | Vimeo Inc                                                                       | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |      3459 | NS      | $13109.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20631.84     | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     16725 | NS      | $18116.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                             | Jefferies Financial Group Inc                                                   | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       135 | NS      | $7784.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                               | SkyWest Inc                                                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       462 | NS      | $53573.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230000 | PA      | $212107.19    | 0.20%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp                                     | Integer Holdings Corp                                                           | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       198 | NS      | $21484.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                         | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |       617 | NS      | $59674.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      7100 | NS      | $119871.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                                      | First Financial Corp                                                            | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $20134.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2025-7                                        | CUSIP: 16160AAZ2<br>LEI: 529900D1PFVOAYCPMB10 | Long             | ABS-MBS          | CORP              | US        |     24663 | PA      | $24660.00     | 0.02%             | 2056-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       963 | NS      | $232680.06    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                                 | Zeta Global Holdings Corp                                                       | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |      1734 | NS      | $27137.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $179325.00    | 0.17%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253577.87    | 0.24%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $280407.50    | 0.27%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1038 | NS      | $321261.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10133.73     | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44511.71     | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2024-NQM3                                       | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143290 | PA      | $144270.30    | 0.14%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| HomeTrust Bancshares Inc                                  | HomeTrust Bancshares Inc                                                        | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $14067.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261358.50    | 0.25%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cross Country Healthcare Inc                              | Cross Country Healthcare Inc                                                    | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       635 | NS      | $8540.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                             | REGENXBIO Inc                                                                   | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       230 | NS      | $1957.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                         | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55998.28     | 0.05%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       197 | NS      | $20405.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2025-5C4                                  | CUSIP: 949931AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1571559 | PA      | $73640.59     | 0.07%             | 2058-05-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      1800 | NS      | $48091.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                              | Glaukos Corp                                                                    | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       138 | NS      | $11880.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                   | Enova International Inc                                                         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       416 | NS      | $43496.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                    | Northfield Bancorp Inc                                                          | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       882 | NS      | $9393.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                            | Murphy USA Inc                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        13 | NS      | $4712.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc                                     | Semler Scientific Inc                                                           | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |       280 | NS      | $10038.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                                  | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      6505 | NS      | $4130024.50   | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                     | Commvault Systems Inc                                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       317 | NS      | $60214.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                                      | Limbach Holdings Inc                                                            | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       323 | NS      | $44251.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50708 | PA      | $50589.75     | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       266 | NS      | $276517.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30509.52     | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       306 | NS      | $12720.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelSky Technology Ltd                                  | TravelSky Technology Ltd                                                        | CUSIP: 000000000<br>LEI: 5299007TAWP4DZ6QFG73 | Long             | EC               | CORP              | CN        |     20284 | NS      | $32454.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF                            | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |       424 | NS      | $82858.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                           | Rayonier Advanced Materials Inc                                                 | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      2681 | NS      | $10295.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       759 | NS      | $180953.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2428 | NS      | $281555.33    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $220800.79    | 0.21%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       660 | NS      | $82249.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10698.20     | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gap Inc/The                                               | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       270 | NS      | $5254.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                      | Urban Outfitters Inc                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       560 | NS      | $42156.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                              | Medifast Inc                                                                    | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       316 | NS      | $4351.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      4664 | NS      | $65290.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1478 | NS      | $384634.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      7235 | NS      | $67649.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        93 | NS      | $25050.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       781 | NS      | $21446.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71511.29     | 0.07%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dave Inc                                                  | Dave Inc                                                                        | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $50697.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      2000 | NS      | $9184.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                               | Aurinia Pharmaceuticals Inc                                                     | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      1585 | NS      | $14653.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                              | Sylvamo Corp                                                                    | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       370 | NS      | $17045.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                                   | Soleno Therapeutics Inc                                                         | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |        68 | NS      | $5879.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                         | Tutor Perini Corp                                                               | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       701 | NS      | $33753.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       400 | NS      | $21284.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                      | SL Green Realty Corp                                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |       157 | NS      | $8988.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                             | Shoals Technologies Group Inc                                                   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6111 | NS      | $32938.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                      | Extreme Networks Inc                                                            | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      1413 | NS      | $24953.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                        | SunCoke Energy Inc                                                              | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1713 | NS      | $12659.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XQQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91167 | PA      | $77480.34     | 0.07%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10103.63     | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Alkermes PLC                                              | Alkermes PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       648 | NS      | $17165.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       121 | NS      | $12275.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     17139 | NS      | $63390.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                   | Amicus Therapeutics Inc                                                         | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |       949 | NS      | $5684.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1055 | NS      | $34445.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       140 | NS      | $46252.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $478984.38    | 0.46%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       250 | NS      | $196292.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                     | SIGA Technologies Inc                                                           | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2044 | NS      | $13510.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust 2025-B                                           | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180430.63    | 0.17%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       719 | NS      | $60288.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        85 | NS      | $14229.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       406 | NS      | $223746.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XBQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286668 | PA      | $239283.00    | 0.23%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Niagen Bioscience Inc                                     | Niagen Bioscience Inc                                                           | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |      2777 | NS      | $25964.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XN6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88113 | PA      | $75172.50     | 0.07%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40350.34     | 0.04%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       489 | NS      | $46675.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                              | Oshkosh Corp                                                                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        50 | NS      | $6326.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                      | PTC Therapeutics Inc                                                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       405 | NS      | $21104.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                     | Independent Bank Corp                                                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       368 | NS      | $23386.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                    | Ormat Technologies Inc                                                          | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |        84 | NS      | $7510.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                            | Stitch Fix Inc                                                                  | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      4377 | NS      | $20703.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2992 | NS      | $45974.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                                     | CNB Financial Corp/PA                                                           | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       576 | NS      | $13219.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       453 | NS      | $335251.71    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                               | Novavax Inc                                                                     | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |       360 | NS      | $2394.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       420 | NS      | $48611.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      1729 | NS      | $49047.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       560 | NS      | $65185.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                               | Wix.com Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |       220 | NS      | $29926.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12321.61     | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        95 | NS      | $6426.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3143 | NS      | $931082.32    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29076.99     | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8944 | NS      | $2093879.84   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       143 | NS      | $37248.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                    | Genworth Financial Inc                                                          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      4658 | NS      | $36611.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1791 | NS      | $44416.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      2285 | NS      | $59165.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       895 | NS      | $35375.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                            | Noble Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |         9 | NS      | $241.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                                | Atkore Inc                                                                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       492 | NS      | $37893.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227165.38    | 0.22%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5590000 | PA      | $4899329.28   | 4.66%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66342.20     | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    385000 | PA      | $380582.16    | 0.36%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36334.71     | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      5072 | NS      | $77855.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                           | Q2 Holdings Inc                                                                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       324 | NS      | $26308.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                            | MRC Global Inc                                                                  | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      1786 | NS      | $26218.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       150 | NS      | $20761.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                 | Mirum Pharmaceuticals Inc                                                       | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       146 | NS      | $7545.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                      | Ryerson Holding Corp                                                            | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       346 | NS      | $7127.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                             | TopBuild Corp                                                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        22 | NS      | $8149.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       139 | NS      | $12585.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                                      | Roivant Sciences Ltd                                                            | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |       492 | NS      | $5589.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     29906 | NS      | $65009.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H050680<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $243961.47    | 0.23%             | 2054-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                             | M/I Homes Inc                                                                   | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       300 | NS      | $36057.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                  | TPG RE Finance Trust Inc                                                        | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |      1636 | NS      | $14233.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                      | Bank of NT Butterfield & Son Ltd/The                                            | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       831 | NS      | $37818.81     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Reliance Inc                                              | Reliance Inc                                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        37 | NS      | $10734.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                             | Bioventus Inc                                                                   | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1597 | NS      | $10412.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                           | Old Republic International Corp                                                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       162 | NS      | $5859.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1002 | NS      | $43396.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                                         | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       329 | NS      | $18180.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                         | Olympic Steel Inc                                                               | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       295 | NS      | $9174.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                               | Genpact Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       136 | NS      | $5990.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136BRK89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141809 | PA      | $142243.57    | 0.14%             | 2054-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Argan Inc                                                 | Argan Inc                                                                       | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       223 | NS      | $54630.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottomatica Group Spa                                     | Lottomatica Group Spa                                                           | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |      1239 | NS      | $33425.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       529 | NS      | $61004.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     30000 | PA      | $29745.33     | 0.03%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      4853 | NS      | $65369.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                               | BayCom Corp                                                                     | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       346 | NS      | $9345.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      1287 | NS      | $73583.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                           | Otter Tail Corp                                                                 | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       278 | NS      | $21456.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        32 | NS      | $7799.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                      | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        65 | NS      | $5641.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       337 | NS      | $30259.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49012.23     | 0.05%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     60000 | PA      | $59390.12     | 0.06%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1738 | NS      | $80173.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $120168.75    | 0.11%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       689 | NS      | $111420.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      2990 | NS      | $49954.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2050 | NS      | $788676.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1629 | NS      | $182920.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                 | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |       301 | NS      | $24995.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                    | Janux Therapeutics Inc                                                          | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $2977.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                        | SEI Investments Co                                                              | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        83 | NS      | $7313.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                             | MannKind Corp                                                                   | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |      1505 | NS      | $5688.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       500 | NS      | $9907.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13938 | PA      | $12654.33     | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                               | Onity Loan Investment Trust 2025-HB1                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80457 | PA      | $77887.25     | 0.07%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70894.98     | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     14125 | NS      | $172140.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                         | VAALCO Energy Inc                                                               | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      1941 | NS      | $7220.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                 | Brinker International Inc                                                       | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       331 | NS      | $52165.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-14

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Donna McManus

**Name of Signer:** Donna McManus

**Title:** Assistant Treasurer