# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001410368-26-033271
**Filing Date:** 2026-3
**Character Count:** 456483
**Document Hash:** d7885e5f44222baf0df88ff9a60cd441
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033271.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-033271

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**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
- **LEGAL ENTITY IDENTIFIER:** 549300E40BQMHI2LOX26

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 26804277

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET
- **STREET 2:** 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** ONE WORLD TRADE CENTER, SUITE J
- **STREET 2:** 49TH FL
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10007

## 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:** 5300 Memorial Drive

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77007

  - **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:** 2026-01-31

**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:** $124229033.01

**Total Liabilities:** $14921345.88

**Net Assets:** $109307687.13

**Delayed Delivery Securities:** $619391.50

**Cash Not Reported:** $1233055.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -59.34000000 | **1-Year:** -855.56000000 | **5-Year:** -2145.83000000 | **10-Year:** -2719.05000000 | **30-Year:** -1217.92000000

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

- **3-Month:** -14.39000000 | **1-Year:** -77.36000000 | **5-Year:** -102.11000000 | **10-Year:** -108.78000000 | **30-Year:** -49.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191735 | 0.48%                | 0.21%                | 2.04%                |
| Class ID C000191736 | 0.39%                | 0.21%                | 1.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $542239.92               | $-151037.26                                |
| Month 2  | $968086.99               | $-918960.78                                |
| Month 3  | $956227.44               | $1071898.85                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADMA Biologics Inc                                        | ADMA Biologics Inc                                                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       857 | NS      | $14826.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       636 | NS      | $70564.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                 | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        64 | NS      | $7258.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                              | AES Corp                                                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       613 | NS      | $8980.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                   | ANI Pharmaceuticals Inc                                                         | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |        76 | NS      | $6220.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      8686 | NS      | $227660.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14926.53     | 0.01%             | 2036-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| A10 Networks Inc                                          | A10 Networks Inc                                                                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1259 | NS      | $21956.96     | 0.02%             |  |  |  | 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      | $30340.90     | 0.03%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       564 | NS      | $61645.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1528 | NS      | $340759.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20489.55     | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10331.97     | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10251.02     | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co                                    | Abercrombie & Fitch Co                                                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       212 | NS      | $20697.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                | ACADIA Pharmaceuticals Inc                                                      | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       640 | NS      | $16083.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                         | ACI Worldwide Inc                                                               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       599 | NS      | $25972.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                                | Acuity Inc                                                                      | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $8040.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                             | Adaptive Biotechnologies Corp                                                   | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      1312 | NS      | $24272.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                 | Adeia Inc                                                                       | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1052 | NS      | $19030.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                              | Adtalem Global Education Inc                                                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       284 | NS      | $29408.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       111 | NS      | $10703.73     | 0.01%             |  |  |  | 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      | $117.30       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Spyre Therapeutics, Inc.                                  | Spyre Therapeutics, Inc.                                                        | CUSIP: 007CVR020<br>LEI: 52990017AIJPRH3HQH40 | N/A              | DE               |  | US        |      1300 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bellway PLC                                               | Bellway PLC                                                                     | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |       711 | NS      | $26423.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      2043 | NS      | $264302.91    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                       | CUSIP: 009279100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      3704 | NS      | $211313.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                                   | Akebia Therapeutics Inc                                                         | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |      1967 | NS      | $2773.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                            | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        88 | NS      | $15015.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                        | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      2931 | NS      | $48801.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                | Alcoa Corp                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       193 | NS      | $10964.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                   | Alexander & Baldwin Inc                                                         | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |      1014 | NS      | $21030.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                       | Allegiant Travel Co                                                             | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       456 | NS      | $40415.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                              | Bread Financial Holdings Inc                                                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       142 | NS      | $10300.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       221 | NS      | $14566.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                               | Allient Inc                                                                     | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |        49 | NS      | $2989.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                         | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |        21 | NS      | $2282.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F012429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $90237.24     | 0.08%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020422<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180000 | PA      | $166245.00    | 0.15%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $105434.80    | 0.10%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $636504.55    | 0.58%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $44309.35     | 0.04%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $46241.61     | 0.04%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    330000 | PA      | $314804.84    | 0.29%             | 2056-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50041.77     | 0.05%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -800000 | PA      | $-783693.34   | -0.72%            | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101122.60    | 0.09%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1320000 | PA      | $-1319636.34  | -1.21%            | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4055642.04   | 3.71%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    840000 | PA      | $860142.72    | 0.79%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2588867.23   | 2.37%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       342 | NS      | $68054.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       145 | NS      | $6130.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1031 | NS      | $349024.43    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4779 | NS      | $1615302.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                                  | Oklo Inc                                                                        | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $15287.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2616 | NS      | $162165.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Group Ltd/Canada                                    | Altus Group Ltd/Canada                                                          | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |       614 | NS      | $20832.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                                | Amalgamated Financial Corp                                                      | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       436 | NS      | $16934.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      7559 | NS      | $1808868.70   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                 | American Assets Trust Inc                                                       | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       603 | NS      | $10890.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                             | American Eagle Outfitters Inc                                                   | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      1009 | NS      | $23519.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40007.96     | 0.04%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14895.59     | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247349.19    | 0.23%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40602.56     | 0.04%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61589.16     | 0.06%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        43 | NS      | $5601.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      3834 | NS      | $103561.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                             | American Public Education Inc                                                   | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       666 | NS      | $27825.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                              | American Superconductor Corp                                                    | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |       245 | NS      | $7330.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       843 | NS      | $151133.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     20000 | PA      | $20429.24     | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     10000 | PA      | $10008.95     | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                               | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       451 | NS      | $162008.22    | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        59 | NS      | $31104.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       547 | NS      | $187008.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                   | Amicus Therapeutics Inc                                                         | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      1863 | NS      | $26622.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                | Amneal Pharmaceuticals Inc                                                      | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |       678 | NS      | $9275.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1334 | NS      | $192202.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                   | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34598.35     | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | 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      | $118340.02    | 0.11%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                     | Antero Resources Corp                                                           | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       231 | NS      | $8401.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                                     | Antero Midstream Corp                                                           | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       410 | NS      | $7716.20      | 0.01%             |  |  |  | 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      | $31159.48     | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                  | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       306 | NS      | $8081.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                               | Appian Corp                                                                     | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       357 | NS      | $9960.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      7312 | NS      | $1897317.76   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                            | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20121.74     | 0.02%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ardelyx Inc                                               | Ardelyx Inc                                                                     | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |      1262 | NS      | $9704.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                               | Arcutis Biotherapeutics Inc                                                     | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       483 | NS      | $12253.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                                 | Argan Inc                                                                       | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       101 | NS      | $35058.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2614 | NS      | $370508.36    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      3520 | NS      | $89684.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                             | Arrowhead Pharmaceuticals Inc                                                   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       536 | NS      | $37160.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                     | Artisan Partners Asset Management Inc                                           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       777 | NS      | $34592.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                 | Asana Inc                                                                       | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |       602 | NS      | $6170.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      1411 | NS      | $59196.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                      | Associated Banc-Corp                                                            | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       661 | NS      | $18018.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        33 | NS      | $7858.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                            | Astronics Corp                                                                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       523 | NS      | $39617.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235374.09    | 0.22%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Atco Ltd/Canada                                           | Atco Ltd/Canada                                                                 | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |      1900 | NS      | $82494.03     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                           | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90760.52     | 0.08%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                           | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20057.24     | 0.02%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Atkore Inc                                                | Atkore Inc                                                                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       423 | NS      | $29377.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                               | Aurinia Pharmaceuticals Inc                                                     | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      1372 | NS      | $19935.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       624 | NS      | $154015.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                            | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $9429.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES                                     | AvalonBay Communities Inc                                                       | CUSIP: 05348BB20<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             |  | US        |    250000 | PA      | $249921.10    | 0.23%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        67 | NS      | $12429.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     38000 | PA      | $39484.66     | 0.04%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $35203.51     | 0.03%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     13375 | NS      | $235249.87    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                  | Axcelis Technologies Inc                                                        | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       188 | NS      | $16557.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                        | Axos Financial Inc                                                              | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       386 | NS      | $38210.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79267.29     | 0.07%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22950.38     | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                          | BJ's Wholesale Club Holdings Inc                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       962 | NS      | $88927.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | Barclays Commercial Mortgage Trust 2019-C3                                      | CUSIP: 05550MAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15151 | PA      | $14964.77     | 0.01%             | 2052-05-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $38387.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       231 | NS      | $13136.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                           | Bancorp Inc/The                                                                 | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |       464 | NS      | $27580.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     12471 | NS      | $663457.20    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67593.49     | 0.06%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62257.69     | 0.06%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | 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      | $71902.71     | 0.07%             | 2048-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1354 | NS      | $162371.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank5                                                     | BANK5 2025-5YR15                                                                | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142907 | PA      | $6818.98      | 0.01%             | 2058-07-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Bank5                                                     | BANK5 Trust 2025-5YR13                                                          | CUSIP: 06650CAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999499 | PA      | $37937.00     | 0.03%             | 2058-01-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                            | BankUnited Inc                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       596 | NS      | $28292.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229307.43    | 0.21%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bel Fuse Inc                                              | Bel Fuse Inc                                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       213 | NS      | $42853.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                                 | Benchmark Electronics Inc                                                       | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       357 | NS      | $18613.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2025-V15 Mortgage Trust                                               | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659631 | PA      | $28410.10     | 0.03%             | 2058-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2025-V18 Mortgage Trust                                               | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999836 | PA      | $51835.70     | 0.05%             | 2058-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       238 | NS      | $16322.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       802 | NS      | $385385.06    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       702 | NS      | $45700.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     77223 | NS      | $115125.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                                  | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        17 | NS      | $4992.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                              | BioCryst Pharmaceuticals Inc                                                    | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      2129 | NS      | $14008.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      3361 | NS      | $57119.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                         | Bloom Energy Corp                                                               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       710 | NS      | $107472.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                            | Blue Bird Corp                                                                  | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       560 | NS      | $28173.60     | 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      |
| Boeing Co/The                                             | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1184 | NS      | $276724.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64831.71     | 0.06%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28138.64     | 0.03%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16402.14     | 0.02%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12704.52     | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64220.48     | 0.06%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33827.72     | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1481 | NS      | $275607.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       160 | NS      | $7585.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1421 | NS      | $132906.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                   | Box Inc                                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       596 | NS      | $15108.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2024-NQM3                                       | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    115660 | PA      | $117075.56    | 0.11%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2024-NQM5                                       | CUSIP: 105925AA9<br>LEI: 254900RBHU9OC1RNXD92 | Long             | ABS-MBS          | CORP              | US        |    121798 | PA      | $123294.42    | 0.11%             | 2064-06-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                                      | Bridgebio Pharma Inc                                                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       295 | NS      | $22794.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                              | Acadian Asset Management Inc                                                    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       837 | NS      | $46386.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                 | Brinker International Inc                                                       | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       258 | NS      | $40691.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1002 | NS      | $55160.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10392.00     | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20693.64     | 0.02%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9783.51      | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3353 | NS      | $1110848.90   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69618.10     | 0.06%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66966.41     | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14985.00     | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5038.55      | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp                                 | Brookfield Renewable Corp                                                       | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |       444 | NS      | $18488.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32475.03     | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12240.98     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16370.18     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                                                | Bumble Inc                                                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1298 | NS      | $4348.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                    | Bunge Ltd Finance Corp                                                          | CUSIP: 12057BB35<br>LEI: 549300QHC068L40NNM71 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249894.40    | 0.23%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $215981.16    | 0.20%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14838.60     | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38925.73     | 0.04%             | 2029-06-01      | Fixed         | 4.20%                 | 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      | $30686.30     | 0.03%             | 2050-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       512 | NS      | $47733.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       529 | NS      | $103128.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        55 | NS      | $15076.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       340 | NS      | $98280.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2017-CX10 Commercial Mortgage Trust                                       | CUSIP: 12595JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25465 | PA      | $25425.01     | 0.02%             | 2050-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32625 | PA      | $31896.63     | 0.03%             | 2052-12-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1301 | NS      | $49125.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                  | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244836.75    | 0.22%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       790 | NS      | $58870.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239345.64    | 0.22%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8806.95      | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15699.69     | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2024-2 Mortgage Loan Trust                                                 | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |     60875 | PA      | $61548.04     | 0.06%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2024-INV1 Mortgage Loan Trust                                              | CUSIP: 12672RAA0<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |    131959 | PA      | $132935.68    | 0.12%             | 2068-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                | Cabot Corp                                                                      | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       246 | NS      | $17758.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                                    | CACI International Inc                                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        16 | NS      | $9929.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                       | Cal-Maine Foods Inc                                                             | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       410 | NS      | $34247.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                                 | California Resources Corp                                                       | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       733 | NS      | $39215.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd                                                          | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      1051 | NS      | $34015.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34767.44     | 0.03%             | 2031-09-11      | Fixed         | 4.49%                 | 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        |     67771 | PA      | $68023.69     | 0.06%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       507 | NS      | $108944.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                                | CareDx Inc                                                                      | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       883 | NS      | $18145.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                              | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       457 | NS      | $14806.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        32 | NS      | $10908.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                          | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10183.62     | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     95000 | PA      | $94011.34     | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     20000 | PA      | $20595.08     | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                              | Catalyst Pharmaceuticals Inc                                                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       691 | NS      | $16791.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       120 | NS      | $78883.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                            | Central Pacific Financial Corp                                                  | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       416 | NS      | $13549.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                       | Century Aluminum Co                                                             | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       389 | NS      | $17633.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                       | Centrus Energy Corp                                                             | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |        64 | NS      | $17809.92     | 0.02%             |  |  |  | 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      | $273111.91    | 0.25%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2025-7                                        | CUSIP: 16160AAZ2<br>LEI: 529900D1PFVOAYCPMB10 | Long             | ABS-MBS          | CORP              | US        |     19936 | PA      | $20038.41     | 0.02%             | 2056-05-25      | Floating      | 5.10%                 | 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        |     93040 | PA      | $93414.54     | 0.09%             | 2055-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45172.86     | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       161 | NS      | $34054.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $152134.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      6133 | NS      | $238389.71    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc                                     | Niagen Bioscience Inc                                                           | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |      2505 | NS      | $15004.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        98 | NS      | $15767.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                     | Cinemark Holdings Inc                                                           | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       637 | NS      | $15084.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                                        | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82432.88     | 0.08%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2391 | NS      | $187263.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1418 | NS      | $164076.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253903.30    | 0.23%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       235 | NS      | $14800.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       441 | NS      | $49740.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        65 | NS      | $9883.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      3060 | NS      | $228918.60    | 0.21%             |  |  |  | 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        |       285 | NS      | $29722.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1243 | NS      | $102000.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       719 | NS      | $64918.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                              | Collegium Pharmaceutical Inc                                                    | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       380 | NS      | $17449.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2024-3 Mortgage Loan Trust                                                 | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |    113454 | PA      | $115219.55    | 0.11%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32030.38     | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    370000 | PA      | $217786.41    | 0.20%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                              | Comerica Inc                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        50 | NS      | $4433.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-LC19 Mortgage Trust                                                   | CUSIP: 200474BH6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     10936 | PA      | $10635.56     | 0.01%             | 2048-02-10      | Variable      | 4.43%                 | 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      | $3790.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                      | Commercial Metals Co                                                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       383 | NS      | $29441.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                     | Commvault Systems Inc                                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       280 | NS      | $23996.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                        | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50069.86     | 0.05%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755AAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     14192 | PA      | $14495.45     | 0.01%             | 2043-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     17149 | PA      | $17165.79     | 0.02%             | 2045-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     40098 | PA      | $40169.71     | 0.04%             | 2045-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207932AA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     10244 | PA      | $10445.68     | 0.01%             | 2042-12-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       624 | NS      | $66537.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                             | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14964.41     | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos Inc/The                                                              | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        47 | NS      | $3824.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                           | Core & Main Inc                                                                 | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $7577.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $249439.99    | 0.23%             | 2056-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    530000 | PA      | $458988.73    | 0.42%             | 2056-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160000 | PA      | $146551.79    | 0.13%             | 2056-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110000 | PA      | $104002.91    | 0.10%             | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180000 | PA      | $175746.37    | 0.16%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $199952.43    | 0.18%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480000 | PA      | $485243.00    | 0.44%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                      | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    230000 | PA      | $234433.99    | 0.21%             | 2056-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corsair Gaming Inc                                        | Corsair Gaming Inc                                                              | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      1633 | NS      | $8328.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       507 | NS      | $36909.60     | 0.03%             |  |  |  | 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      | $2138.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                                                | Cricut Inc                                                                      | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      4650 | NS      | $20785.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     35000 | PA      | $34754.27     | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        99 | NS      | $10363.32     | 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      | $3858.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                                  | Curbline Properties Corp                                                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |       304 | NS      | $7372.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                     | Customers Bancorp Inc                                                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       383 | NS      | $30264.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       252 | NS      | $37507.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       143 | NS      | $19216.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC CO                                           | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10248.31     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        99 | NS      | $19735.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                               | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       747 | NS      | $96602.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                                  | Dave Inc                                                                        | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $9657.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa SA                                                 | Itausa SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     17533 | NS      | $45508.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       288 | NS      | $32958.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       386 | NS      | $25433.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                               | Deluxe Corp                                                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       455 | NS      | $12012.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       540 | NS      | $21713.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       247 | NS      | $40495.65     | 0.04%             |  |  |  | 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      | $41471.25     | 0.04%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                                       | Diebold Nixdorf Inc                                                             | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       289 | NS      | $19943.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                 | DigitalOcean Holdings Inc                                                       | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       424 | NS      | $23426.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                             | Dillard's Inc                                                                   | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         9 | NS      | $5468.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      3332 | NS      | $375849.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        27 | NS      | $3872.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       153 | NS      | $17991.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20069.21     | 0.02%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        79 | NS      | $32416.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        64 | NS      | $12895.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DPM Metals Inc                                            | DPM Metals Inc                                                                  | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      3284 | NS      | $114583.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       461 | NS      | $55942.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                                 | Dynavax Technologies Corp                                                       | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |       471 | NS      | $7293.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       406 | NS      | $45524.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1781 | NS      | $102817.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                         | Eagle Bancorp Inc                                                               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       438 | NS      | $11720.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                     | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |        70 | NS      | $8010.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       389 | NS      | $35484.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       552 | NS      | $155658.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                   | 8x8 Inc                                                                         | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      2364 | NS      | $3924.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       447 | NS      | $91152.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                              | Embecta Corp                                                                    | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      1113 | NS      | $11808.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                                 | Emergent BioSolutions Inc                                                       | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      1488 | NS      | $16873.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1775 | NS      | $260854.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co Ltd                                                                   | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      1700 | NS      | $55532.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                                     | Encompass Health Corp                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        25 | NS      | $2363.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51537.17     | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                   | EnerSys                                                                         | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       248 | NS      | $44687.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                              | CUSIP: 29277FB26<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249920.45    | 0.23%             | 2026-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                   | Enova International Inc                                                         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       268 | NS      | $44265.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                      | Ensign Group Inc/The                                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       259 | NS      | $44459.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2350 | NS      | $225341.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                        | Enterprise Financial Services Corp                                              | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       260 | NS      | $14911.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77812.85     | 0.07%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       207 | NS      | $9604.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       198 | NS      | $15192.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                             | EverQuote Inc                                                                   | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1074 | NS      | $24379.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       828 | NS      | $37077.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                              | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       203 | NS      | $8396.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       101 | NS      | $26748.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                      | Extreme Networks Inc                                                            | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |       988 | NS      | $14405.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4874 | NS      | $689183.60    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $227090.56    | 0.21%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2444 | NS      | $1751126.00   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29954.11     | 0.03%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        84 | NS      | $122906.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80005 | PA      | $81716.61     | 0.07%             | 2029-05-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Farmland Partners Inc                                     | Farmland Partners Inc                                                           | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |      2238 | NS      | $25983.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1738 | NS      | $75359.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3132CXAN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50602 | PA      | $47803.89     | 0.04%             | 2037-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3132DTDT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81830 | PA      | $81253.52     | 0.07%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                   | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313385SQ0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    190000 | PA      | $189926.53    | 0.17%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78534 | PA      | $79357.07     | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50092 | PA      | $44355.04     | 0.04%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62519 | PA      | $55370.98     | 0.05%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     17213 | NS      | $114516.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136BRK89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116730 | PA      | $117720.28    | 0.11%             | 2054-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136BSFL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114113 | PA      | $114812.61    | 0.11%             | 2054-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136BWSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131768 | PA      | $132792.51    | 0.12%             | 2055-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137HJMR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101763 | PA      | $102436.64    | 0.09%             | 2055-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94094 | PA      | $94336.98     | 0.09%             | 2055-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140QEXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985586 | PA      | $801992.46    | 0.73%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140QFG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58995 | PA      | $52104.63     | 0.05%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140QLHY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115203 | PA      | $103033.40    | 0.09%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XBQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274059 | PA      | $238349.65    | 0.22%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70489 | PA      | $63608.84     | 0.06%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XK5Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51977 | PA      | $46912.39     | 0.04%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XN6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83991 | PA      | $73799.29     | 0.07%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XNKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327738 | PA      | $304056.83    | 0.28%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XNZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228939 | PA      | $203078.60    | 0.19%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XQA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86290 | PA      | $77306.84     | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XQQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86844 | PA      | $76225.08     | 0.07%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71410 | PA      | $62366.67     | 0.06%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13006 | PA      | $12019.31     | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418EER7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73290 | PA      | $68161.73     | 0.06%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45959 | PA      | $46779.67     | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418FKL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210845 | PA      | $206753.51    | 0.19%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418FQH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111935 | PA      | $115877.25    | 0.11%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       203 | NS      | $65416.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    789643 | PA      | $800968.32    | 0.73%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254841 | PA      | $260861.76    | 0.24%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       420 | NS      | $106033.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        14 | NS      | $3858.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       140 | NS      | $7614.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       296 | NS      | $14865.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      1879 | NS      | $28256.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                 | First BanCorp/Puerto Rico                                                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1663 | NS      | $36785.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         7 | NS      | $14486.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                                      | First Financial Corp                                                            | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       251 | NS      | $16355.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                        | First Horizon Corp                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       209 | NS      | $5118.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       434 | NS      | $78776.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     15271 | NS      | $70524.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        79 | NS      | $17816.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       498 | NS      | $23575.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10140.86     | 0.01%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                         | Flowers Foods Inc                                                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      2255 | NS      | $25774.65     | 0.02%             |  |  |  | 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      | $245677.88    | 0.22%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3371 | NS      | $46789.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                        | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20815.66     | 0.02%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc                                        | Forestar Group Inc                                                              | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       448 | NS      | $11656.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212946.52    | 0.19%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1407 | NS      | $102401.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                         | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    133161 | PA      | $133700.51    | 0.12%             | 2044-05-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-HQA2                                         | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    129850 | PA      | $130335.87    | 0.12%             | 2044-08-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                         | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    105952 | PA      | $106077.93    | 0.10%             | 2045-05-25      | Floating      | 4.90%                 | 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      | $83342.03     | 0.08%             | 2049-07-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                             | Frontdoor Inc                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       371 | NS      | $21929.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                   | G-III Apparel Group Ltd                                                         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       489 | NS      | $14352.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59153 | PA      | $57729.62     | 0.05%             | 2052-09-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       188 | NS      | $14846.36     | 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      | $76145.15     | 0.07%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| USA TODAY Co Inc                                          | USA TODAY Co Inc                                                                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      3287 | NS      | $19459.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                               | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       320 | NS      | $8953.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       171 | NS      | $60036.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       716 | NS      | $60144.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15234.33     | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10025.67     | 0.01%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Genie Energy Ltd                                          | Genie Energy Ltd                                                                | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |       467 | NS      | $6430.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       120 | NS      | $16678.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                    | Genworth Financial Inc                                                          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      3623 | NS      | $30215.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                       | Georgia-Pacific LLC                                                             | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41154.55     | 0.04%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20495.04     | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1548 | NS      | $219738.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391551.29    | 0.36%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Glaukos Corp                                              | Glaukos Corp                                                                    | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        74 | NS      | $8834.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31418.84     | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10477.73     | 0.01%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        34 | NS      | $4767.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       183 | NS      | $171180.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34980.83     | 0.03%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9957.12      | 0.01%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38380LXV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10602 | PA      | $10605.49     | 0.01%             | 2069-08-20      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       295 | NS      | $318582.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                    | Group 1 Automotive Inc                                                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        77 | NS      | $27278.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                               | Groupon Inc                                                                     | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |       870 | NS      | $12310.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      2102 | NS      | $113642.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       503 | NS      | $115311.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                      | Gulfport Energy Corp                                                            | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       101 | NS      | $20621.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                         | HF Sinclair Corp.                                                               | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |       158 | NS      | $8214.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14859.94     | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       207 | NS      | $101071.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       297 | NS      | $5773.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                          | Haemonetics Corp                                                                | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       280 | NS      | $18664.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       252 | NS      | $115600.03    | 0.11%             |  |  |  | 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        |       223 | NS      | $144563.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       725 | NS      | $24302.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                 | Halozyme Therapeutics Inc                                                       | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |        88 | NS      | $6310.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     21465 | NS      | $151796.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                          | Harmony Biosciences Holdings Inc                                                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       704 | NS      | $25710.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       553 | NS      | $74688.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        82 | NS      | $7323.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                               | Hawkins Inc                                                                     | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       196 | NS      | $25529.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                           | Hecla Mining Co                                                                 | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      2210 | NS      | $49769.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        28 | NS      | $69462.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70512.17     | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                                    | Hims & Hers Health Inc                                                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       832 | NS      | $22538.88     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       257 | NS      | $96269.63     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                  | HomeTrust Bancshares Inc                                                        | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       286 | NS      | $12332.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1039 | NS      | $236393.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        64 | NS      | $1575.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                                 | Hovnanian Enterprises Inc                                                       | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       112 | NS      | $12616.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72950.55     | 0.07%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264406.73    | 0.24%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                         | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56682.69     | 0.05%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55747.70     | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | 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      | $181826.53    | 0.17%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       635 | NS      | $89495.67     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRhythm Holdings Inc                                      | IRhythm Holdings Inc                                                            | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       221 | NS      | $34146.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      2038 | NS      | $82618.39     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                     | Independent Bank Corp                                                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       277 | NS      | $22376.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                  | Independent Bank Corp/MI                                                        | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       299 | NS      | $10509.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      1215 | NS      | $86988.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior Pharmaceuticals Inc                              | Indivior Pharmaceuticals Inc                                                    | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       339 | NS      | $11993.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                             | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        47 | NS      | $5550.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                   | Insight Enterprises Inc                                                         | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       119 | NS      | $9998.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                              | Innoviva Inc                                                                    | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       926 | NS      | $18520.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc                      | Innovative Industrial Properties Inc                                            | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |       636 | NS      | $30731.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117816.83    | 0.11%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53330.72     | 0.05%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp                                     | Integer Holdings Corp                                                           | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       179 | NS      | $15547.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                             | Interface Inc                                                                   | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       887 | NS      | $27913.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1326 | NS      | $230432.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                          | InterDigital Inc                                                                | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $47333.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       382 | NS      | $117159.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       207 | NS      | $66433.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                  | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       645 | NS      | $50949.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc                           | International Money Express Inc                                                 | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       549 | NS      | $8487.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2341 | NS      | $94389.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       511 | NS      | $254948.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       717 | NS      | $361525.74    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      1608 | NS      | $90193.91     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                             | iRadimed Corp                                                                   | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       288 | NS      | $28189.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                              | Ironwood Pharmaceuticals Inc                                                    | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      3094 | NS      | $15129.66     | 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        |      4753 | NS      | $3303477.59   | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF                            | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |       625 | NS      | $137412.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core High Dividend ETF                            | iShares Core High Dividend ETF                                                  | CUSIP: 46429B663<br>LEI: 549300M7WVLJWAVPDO86 | Long             | EC               | RF                | US        |      3463 | NS      | $457773.97    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI USA Momentum Factor ETF                      | iShares MSCI USA Momentum Factor ETF                                            | CUSIP: 46432F396<br>LEI: 5493002ZOOZ0SN3YYI81 | Long             | EC               | RF                | US        |      2503 | NS      | $640492.67    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                      | JBG SMITH Properties                                                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |      1075 | NS      | $18103.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     95000 | PA      | $91717.34     | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | CUSIP: 46591EAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11374 | PA      | $11281.40     | 0.01%             | 2052-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-2                                          | CUSIP: 46593NAY1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    154071 | PA      | $154676.92    | 0.14%             | 2055-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     91503 | PA      | $92535.99     | 0.08%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2916 | NS      | $891975.24    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10272.71     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233211.94    | 0.21%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2025-1                                                 | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |     74156 | PA      | $74453.94     | 0.07%             | 2055-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                     | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       445 | NS      | $52919.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group Inc                                                   | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45129.72     | 0.04%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      2546 | NS      | $42827.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       237 | NS      | $35270.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       986 | NS      | $62551.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3568 | NS      | $810828.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                    | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        34 | NS      | $12168.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                      | Kaiser Aluminum Corp                                                            | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $20232.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       141 | NS      | $40496.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       741 | NS      | $149810.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                                         | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       216 | NS      | $12428.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                    | Keros Therapeutics Inc                                                          | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       488 | NS      | $8740.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       468 | NS      | $10071.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                                   | Kimball Electronics Inc                                                         | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       954 | NS      | $28820.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       402 | NS      | $40195.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      7417 | NS      | $226144.33    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      2300 | NS      | $72429.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                               | Kohl's Corp                                                                     | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      1413 | NS      | $24685.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36481.86     | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11160.96     | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                   | Kratos Defense & Security Solutions Inc                                         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       462 | NS      | $47590.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9031.87      | 0.01%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1755 | NS      | $110301.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20018.20     | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Krystal Biotech Inc                                       | Krystal Biotech Inc                                                             | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |        74 | NS      | $20663.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       340 | NS      | $116569.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $16834.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                     | Lantheus Holdings Inc                                                           | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       328 | NS      | $21949.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      5005 | NS      | $92668.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10425.75     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       329 | NS      | $144994.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                                         | Legalzoom.com Inc                                                               | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      2990 | NS      | $26581.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       110 | NS      | $20710.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       193 | NS      | $21104.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      2749 | NS      | $101307.57    | 0.09%             |  |  |  | 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        |       118 | NS      | $71670.03     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                                                | LifeMD Inc                                                                      | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1299 | NS      | $4208.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                | Ligand Pharmaceuticals Inc                                                      | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       161 | NS      | $30928.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       492 | NS      | $510277.80    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20213.48     | 0.02%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27493.74     | 0.03%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10009.55     | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                         | Lithia Motors Inc                                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        17 | NS      | $5498.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                     | LiveRamp Holdings Inc                                                           | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       471 | NS      | $11468.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      2756 | NS      | $124011.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       156 | NS      | $98938.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                      | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9287.63      | 0.01%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       133 | NS      | $14040.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       449 | NS      | $119909.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $258976.57    | 0.24%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      2827 | NS      | $71878.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      6501 | NS      | $57338.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        69 | NS      | $15288.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      3027 | NS      | $81486.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      1218 | NS      | $83434.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                             | M/I Homes Inc                                                                   | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       234 | NS      | $31285.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69516.81     | 0.06%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                  | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47789.81     | 0.04%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                  | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $68280.42     | 0.06%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                      | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       202 | NS      | $43434.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                              | Madrigal Pharmaceuticals Inc                                                    | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |        63 | NS      | $30826.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                   | Magnolia Oil & Gas Corp                                                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $11938.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       104 | NS      | $31484.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                             | MannKind Corp                                                                   | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |      1461 | NS      | $8444.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       380 | NS      | $66952.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       632 | NS      | $12402.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       277 | NS      | $25899.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1342 | NS      | $125986.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wienerberger AG                                           | Wienerberger AG                                                                 | CUSIP: 000000000<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |      1021 | NS      | $33765.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                          | Markel Group Inc                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         6 | NS      | $12243.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     14661 | NS      | $187339.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87026.98     | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69767.27     | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1988 | NS      | $374121.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       558 | NS      | $169523.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       179 | NS      | $11830.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      3175 | NS      | $125324.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       150 | NS      | $80818.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243936.66    | 0.22%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                           | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1557 | NS      | $48500.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                | Matson Inc                                                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |        95 | NS      | $15228.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2898 | NS      | $179183.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       282 | NS      | $88830.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      3204 | NS      | $106985.72    | 0.10%             |  |  |  | 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      | $87354.28     | 0.08%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       846 | NS      | $41726.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       896 | NS      | $98801.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                  | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10024.73     | 0.01%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14871.68     | 0.01%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pathward Financial Inc                                    | Pathward Financial Inc                                                          | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       196 | NS      | $17696.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       434 | NS      | $34233.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5861 | NS      | $2521929.69   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                    | Mid-America Apartments LP                                                       | CUSIP: 59524PBK2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             |  | US        |    250000 | PA      | $249467.70    | 0.23%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     16320 | NS      | $79468.87     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     15823 | NS      | $171703.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      1198 | NS      | $104799.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       600 | NS      | $10714.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                          | MiMedx Group Inc                                                                | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1736 | NS      | $8870.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                 | Mirum Pharmaceuticals Inc                                                       | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |        99 | NS      | $10218.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      6300 | NS      | $61041.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      2400 | NS      | $57611.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                   | Modine Manufacturing Co                                                         | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |        99 | NS      | $18281.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                     | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |         9 | NS      | $1065.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                                   | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     18600 | NS      | $47665.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      4462 | NS      | $65249.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       830 | NS      | $48530.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |      3500 | NS      | $33131.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2479 | NS      | $200204.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      4544 | NS      | $160014.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       950 | NS      | $173660.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8367.96      | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134479.18    | 0.12%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92286.92     | 0.08%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19986.81     | 0.02%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19907.03     | 0.02%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                      | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     32678 | PA      | $31806.62     | 0.03%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | 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        |     31294 | PA      | $29863.00     | 0.03%             | 2046-07-15      | Variable      | 3.95%                 | 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        |     91152 | PA      | $91389.57     | 0.08%             | 2054-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                  | Central Japan Railway Co                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      2100 | NS      | $58443.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       273 | NS      | $7507.50      | 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      | $73929.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40842.86     | 0.04%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8157.99      | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30959.50     | 0.03%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       393 | NS      | $40874.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co Ltd                                         | SK Telecom Co Ltd                                                               | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      1092 | NS      | $55002.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co Ltd                                         | PetroChina Co Ltd                                                               | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     60000 | NS      | $71274.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                    | Mueller Industries Inc                                                          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        84 | NS      | $11435.76     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      4435 | NS      | $89840.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       600 | NS      | $72053.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                                    | SCREEN Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |       300 | NS      | $38110.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       386 | NS      | $14396.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                           | Murphy Oil Corp                                                                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       734 | NS      | $22086.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                       | Myriad Genetics Inc                                                             | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       360 | NS      | $2023.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp                                             | LG Uplus Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8240 | NS      | $91593.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                          | NMI Holdings Inc                                                                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       489 | NS      | $18934.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd                                                                 | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |       190 | NS      | $24360.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         2 | NS      | $15271.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC Trust                                                 | NYCT Trust 2024-3ELV                                                            | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100394.50    | 0.09%             | 2029-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      3900 | NS      | $54050.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelSky Technology Ltd                                  | TravelSky Technology Ltd                                                        | CUSIP: 000000000<br>LEI: 5299007TAWP4DZ6QFG73 | Long             | EC               | CORP              | CN        |     16207 | NS      | $22053.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      7900 | NS      | $143160.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp                             | Novatek Microelectronics Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $35748.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      4300 | NS      | $92440.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      3700 | NS      | $102397.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                             | National Health Investors Inc                                                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       273 | NS      | $22418.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                              | Navient Corp                                                                    | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       583 | NS      | $5719.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                            | Shinhan Financial Group Co Ltd                                                  | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |       907 | NS      | $53119.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       446 | NS      | $42972.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     10906 | NS      | $910541.94    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                                                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36475.27     | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETGEAR Inc                                               | NETGEAR Inc                                                                     | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       923 | NS      | $19299.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      3690 | NS      | $127824.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       300 | NS      | $50148.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc                                              | SK hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       130 | NS      | $82096.71     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      4000 | NS      | $20378.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      1400 | NS      | $55960.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                                  | Kia Corp                                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       882 | NS      | $93506.46     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp                                         | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       500 | NS      | $72596.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $70541.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                         | Newmark Group Inc                                                               | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       993 | NS      | $17705.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Goldcorp Corp.                                    | Newmont Goldcorp Corp.                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       772 | NS      | $86734.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       323 | NS      | $8730.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                             | Nextpower Inc                                                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $63579.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72711.90     | 0.07%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                               | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      2500 | NS      | $86440.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       400 | NS      | $14143.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      3110 | NS      | $102789.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                   | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      5000 | NS      | $68396.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      4758 | NS      | $56324.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       500 | NS      | $13236.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       900 | NS      | $28088.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                           | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |       600 | NS      | $17520.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      2300 | NS      | $46606.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      1000 | NS      | $64971.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      1800 | NS      | $39847.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       457 | NS      | $48816.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       123 | NS      | $18379.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      1900 | NS      | $22602.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                                 | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      1000 | NS      | $30330.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                    | Northfield Bancorp Inc                                                          | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $10016.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      1400 | NS      | $52414.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1855 | NS      | $44501.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65003.25     | 0.06%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DNOW Inc                                                  | DNOW Inc                                                                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2500 | NS      | $37975.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                   | Nu Skin Enterprises Inc                                                         | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2380 | NS      | $25251.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       197 | NS      | $35010.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     17885 | NS      | $3418360.05   | 3.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383862.33    | 0.35%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                                     | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       649 | NS      | $26154.70     | 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        |    116122 | PA      | $117644.25    | 0.11%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| OceanaGold Corp                                           | OceanaGold Corp                                                                 | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |      1633 | NS      | $52912.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                     | Ryohin Keikaku Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      3000 | NS      | $59724.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                                  | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       100 | NS      | $38866.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       882 | NS      | $98347.23     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                           | Old Republic International Corp                                                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       156 | NS      | $6110.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      7600 | NS      | $155869.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                         | Olympic Steel Inc                                                               | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       271 | NS      | $13032.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      7900 | NS      | $176315.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       303 | NS      | $18146.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10259.16     | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20208.47     | 0.02%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20770.73     | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Onex Corp                                                 | Onex Corp                                                                       | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |       681 | NS      | $58024.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Loan Investment Trust                               | Onity Loan Investment Trust 2025-HB1                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48889 | PA      | $48121.31     | 0.04%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2001 | NS      | $329324.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12474.77     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24103.66     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19522.09     | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24203.05     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc                                | Organogenesis Holdings Inc                                                      | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       925 | NS      | $3700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      4400 | NS      | $59890.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                    | Ormat Technologies Inc                                                          | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |        82 | NS      | $10245.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THK Co Ltd                                                | THK Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $14848.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      1200 | NS      | $197764.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                              | Oshkosh Corp                                                                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        54 | NS      | $7766.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      1000 | NS      | $56402.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co Ltd/Tokyo                                         | Toho Co Ltd/Tokyo                                                               | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |       200 | NS      | $10179.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      4000 | NS      | $176944.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       600 | NS      | $160157.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                           | Otter Tail Corp                                                                 | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $21309.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                        | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      1300 | NS      | $47090.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      3000 | NS      | $67924.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |       193 | NS      | $8389.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp                              | United Microelectronics Corp                                                    | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |      9000 | NS      | $17845.57     | 0.02%             |  |  |  | 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      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       208 | NS      | $46446.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10238.88     | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       193 | NS      | $22316.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       637 | NS      | $23091.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                      | PTC Therapeutics Inc                                                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       350 | NS      | $26435.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       396 | NS      | $48672.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        68 | NS      | $15133.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      3031 | NS      | $536396.07    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      8900 | NS      | $123298.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      2000 | NS      | $66270.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                  | Par Pacific Holdings Inc                                                        | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       725 | NS      | $27361.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parex Resources Inc                                       | Parex Resources Inc                                                             | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |      2200 | NS      | $32636.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        84 | NS      | $78610.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                       | Peabody Energy Corp                                                             | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       770 | NS      | $27150.20     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                   | Pebblebrook Hotel Trust                                                         | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |       646 | NS      | $7377.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                   | Peloton Interactive Inc                                                         | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |      4398 | NS      | $24584.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      2556 | NS      | $116433.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                               | Penske Automotive Group Inc                                                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        57 | NS      | $8937.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2290 | NS      | $339537.93    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      1333 | NS      | $114944.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       964 | NS      | $437325.91    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      1506 | NS      | $154954.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1916 | NS      | $181995.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexans SA                                                 | Nexans SA                                                                       | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |       238 | NS      | $37492.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      1701 | NS      | $45392.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1178 | NS      | $180976.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                   | Perdoceo Education Corp                                                         | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       671 | NS      | $21492.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      9719 | NS      | $107232.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1387 | NS      | $36672.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87745.05     | 0.08%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10237.85     | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20646.25     | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       420 | NS      | $60295.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                            | Photronics Inc                                                                  | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |       979 | NS      | $33844.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                                 | Piedmont Realty Trust Inc                                                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      1022 | NS      | $8605.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                         | Piper Sandler Cos                                                               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       107 | NS      | $37059.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      3275 | NS      | $70924.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP                                                 | CUSIP: 72650XB40<br>LEI: 5521FA2ITF25TVH63740 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249868.95    | 0.23%             | 2026-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                     | Playtika Holding Corp                                                           | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      1659 | NS      | $6005.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      1707 | NS      | $184533.33    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                               | Polaris Inc                                                                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       548 | NS      | $34984.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                               | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        28 | NS      | $3738.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                           | Porch Group Inc                                                                 | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |      1731 | NS      | $13657.59     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       440 | NS      | $43403.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                     | Powell Industries Inc                                                           | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       109 | NS      | $48351.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc                         | Power Solutions International Inc                                               | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       335 | NS      | $24006.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                             | Preferred Bank/Los Angeles CA                                                   | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       184 | NS      | $15781.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       118 | NS      | $12470.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                    | Primoris Services Corp                                                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       334 | NS      | $49515.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                             | Primerica Inc                                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        22 | NS      | $5786.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       142 | NS      | $13450.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2604 | NS      | $395209.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                    | Progress Software Corp                                                          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       217 | NS      | $8879.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        54 | NS      | $11232.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                              | Protagonist Therapeutics Inc                                                    | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $26094.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       192 | NS      | $21333.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $231682.73    | 0.21%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       430 | NS      | $35414.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       205 | NS      | $56618.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       168 | NS      | $21015.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                                    | Puma Biotechnology Inc                                                          | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2710 | NS      | $17560.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                           | Q2 Holdings Inc                                                                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       279 | NS      | $17088.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1384 | NS      | $209800.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                | Qualys Inc                                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       250 | NS      | $32975.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        84 | NS      | $15710.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                             | REV Group Inc                                                                   | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       633 | NS      | $40448.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                   | RPC Inc                                                                         | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3410 | NS      | $22676.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                     | RPM International Inc                                                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       110 | NS      | $11765.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                          | Radian Group Inc                                                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      1221 | NS      | $40170.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                | Rambus Inc                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       482 | NS      | $54866.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                      | Range Resources Corp                                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       204 | NS      | $7721.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       130 | NS      | $21561.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2842 | NS      | $571043.06    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10758.67     | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |       913 | NS      | $35107.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                        | Regal Rexnord Corp                                                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        57 | NS      | $9205.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        25 | NS      | $18536.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       476 | NS      | $13566.00     | 0.01%             |  |  |  | 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      | $6893.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                              | Reliance Inc                                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        40 | NS      | $13180.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                | Rhythm Pharmaceuticals Inc                                                      | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       213 | NS      | $21836.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                                 | Rigel Pharmaceuticals Inc                                                       | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       475 | NS      | $16558.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                             | Riley Exploration Permian Inc                                                   | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       343 | NS      | $9621.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1815 | NS      | $103001.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71431.59     | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       770 | NS      | $48771.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51497.66     | 0.05%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20104.12     | 0.02%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rush Street Interactive Inc                               | Rush Street Interactive Inc                                                     | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       819 | NS      | $14471.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                      | Ryerson Holding Corp                                                            | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       336 | NS      | $9481.92      | 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        |   1227295 | NS      | $1227295.08   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       373 | NS      | $196865.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                        | SEI Investments Co                                                              | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        80 | NS      | $7028.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                | Sezzle Inc                                                                      | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |       116 | NS      | $7335.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                      | SL Green Realty Corp                                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |       152 | NS      | $6806.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                            | SSR Mining Inc                                                                  | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      2178 | NS      | $49723.74     | 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      | $99281.25     | 0.09%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                                | Sabra Health Care REIT Inc                                                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      1411 | NS      | $26428.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                                | Sabre Corp                                                                      | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      9052 | NS      | $11767.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       568 | NS      | $120580.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                              | Sanmina Corp                                                                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       256 | NS      | $36270.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                            | ScanSource Inc                                                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       464 | NS      | $19947.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        89 | NS      | $6717.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                                | United Parks & Resorts Inc                                                      | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       224 | NS      | $8433.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                              | Select Medical Holdings Corp                                                    | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2260 | NS      | $34013.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                         | Seneca Foods Corp                                                               | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $33531.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                                | Sensient Technologies Corp                                                      | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       184 | NS      | $17391.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                             | Service Corp International/US                                                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       121 | NS      | $9732.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       825 | NS      | $96533.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                                | ServisFirst Bancshares Inc                                                      | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $6220.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 7-ELEVEN INC                                              | 7-Eleven Inc                                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7026.77      | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1071 | NS      | $379819.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                             | Shoals Technologies Group Inc                                                   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3881 | NS      | $36636.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                     | SIGA Technologies Inc                                                           | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1395 | NS      | $9346.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       196 | NS      | $37496.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                         | SITE Centers Corp                                                               | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      1451 | NS      | $8880.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                               | SkyWest Inc                                                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       366 | NS      | $35326.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                    | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        22 | NS      | $1226.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                                   | SkyWater Technology Inc                                                         | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1280 | NS      | $40524.80     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| A O Smith Corp                                            | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        98 | NS      | $7202.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                        | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        16 | NS      | $1677.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        45 | NS      | $16474.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc                           | Solstice Advanced Materials Inc                                                 | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |       348 | NS      | $21495.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                 | Sonos Inc                                                                       | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       260 | NS      | $3731.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       299 | NS      | $26703.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14961.62     | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24562.96     | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       396 | NS      | $18817.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                | Southwest Gas Holdings Inc                                                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       272 | NS      | $22527.04     | 0.02%             |  |  |  | No            |                  1 | 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      |
| Spire Inc                                                 | Spire Inc                                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       217 | NS      | $18334.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                 | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       236 | NS      | $14261.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       182 | NS      | $23816.52     | 0.02%             |  |  |  | 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      | $98988.00     | 0.09%             | 2026-07-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                        | Station Place Securitization Trust Series 2025-3                                | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99841.39     | 0.09%             | 2026-09-23      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                        | Station Place Securitization Trust Series 2025-7                                | CUSIP: 85779XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $109999.73    | 0.10%             | 2026-11-24      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       130 | NS      | $23344.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                     | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        55 | NS      | $6781.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                            | Stitch Fix Inc                                                                  | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      3794 | NS      | $18211.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                    | Stoke Therapeutics Inc                                                          | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       793 | NS      | $24059.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1223 | NS      | $451971.88    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                               | Summit Hotel Properties Inc                                                     | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |      2102 | NS      | $9290.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                         | Sun Country Airlines Holdings Inc                                               | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      2011 | NS      | $35272.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                              | Supernus Pharmaceuticals Inc                                                    | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       191 | NS      | $9198.56      | 0.01%             |  |  |  | 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      |
| Sylvamo Corp                                              | Sylvamo Corp                                                                    | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       274 | NS      | $13409.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       533 | NS      | $247906.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10204.74     | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10231.56     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10136.54     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9861.95      | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                            | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        70 | NS      | $11106.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       245 | NS      | $17794.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       413 | NS      | $34630.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3212 | NS      | $481189.72    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC                                               | TJX Cos Inc/The                                                                 | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267589.22    | 0.24%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       717 | NS      | $141399.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29485.91     | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287310.03    | 0.26%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10167.76     | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29694.61     | 0.03%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                      | TTM Technologies Inc                                                            | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       185 | NS      | $18167.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                            | Tactile Systems Technology Inc                                                  | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      1152 | NS      | $33246.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      1054 | NS      | $348410.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                          | Talos Energy Inc                                                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      3052 | NS      | $36379.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                | Tanger Inc                                                                      | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       588 | NS      | $19239.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       155 | NS      | $19671.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50119.56     | 0.05%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       218 | NS      | $22992.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                            | CUSIP: 87613LB24<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249919.63    | 0.23%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd                                                              | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       593 | NS      | $31826.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                          | 10X Genomics Inc                                                                | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      1297 | NS      | $26199.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                            | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       605 | NS      | $46215.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                     | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        69 | NS      | $13060.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                | Terex Corp                                                                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       420 | NS      | $23940.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1120 | NS      | $482059.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                   | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $3824.96      | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                              | Texas Capital Bancshares Inc                                                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       386 | NS      | $39051.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       336 | NS      | $72424.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       152 | NS      | $13385.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                       | TG Therapeutics Inc                                                             | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |       627 | NS      | $18452.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                          | RealReal Inc/The                                                                | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |       916 | NS      | $13437.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       981 | NS      | $567616.41    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       856 | NS      | $131104.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                       | Titan Machinery Inc                                                             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      1529 | NS      | $24876.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                         | Toll Brothers Inc                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        82 | NS      | $11848.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                             | TopBuild Corp                                                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        22 | NS      | $10297.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                               | Toro Co/The                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        84 | NS      | $7686.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       600 | NS      | $56076.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-CES4                                             | CUSIP: 89182QAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     87343 | PA      | $87511.03     | 0.08%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                   | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20075.26     | 0.02%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1396 | NS      | $397175.96    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       551 | NS      | $28332.42     | 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        |       258 | NS      | $11197.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                  | Turning Point Brands Inc                                                        | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       141 | NS      | $17082.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                         | Turtle Beach Corp                                                               | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       847 | NS      | $10130.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                         | Tutor Perini Corp                                                               | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       668 | NS      | $52698.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        63 | NS      | $7588.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                     | Twist Bioscience Corp                                                           | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       141 | NS      | $5790.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       214 | NS      | $13980.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                  | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       185 | NS      | $7420.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       670 | NS      | $37593.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                 | USANA Health Sciences Inc                                                       | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       207 | NS      | $4491.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      2676 | NS      | $214213.80    | 0.20%             |  |  |  | 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      | $71532.49     | 0.07%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        35 | NS      | $22657.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       506 | NS      | $118960.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                             | United Community Banks Inc/GA                                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       376 | NS      | $12945.68     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       279 | NS      | $28547.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                  | United Natural Foods Inc                                                        | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       935 | NS      | $34810.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       528 | NS      | $56084.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        48 | NS      | $37538.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $287738.83    | 0.26%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $124940.63    | 0.11%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $258996.09    | 0.24%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1040000 | PA      | $1015909.38   | 0.93%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330000 | PA      | $322626.56    | 0.30%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1205812.50   | 1.10%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $140809.38    | 0.13%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $47921.88     | 0.04%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $243164.06    | 0.22%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2080000 | PA      | $1960400.00   | 1.79%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $422908.60    | 0.39%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1630000 | PA      | $1645854.29   | 1.51%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $413923.83    | 0.38%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300656.25    | 0.28%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $484743.75    | 0.44%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $465814.06    | 0.43%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $59826.56     | 0.05%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        33 | NS      | $15493.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    265000 | PA      | $195722.38    | 0.18%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        49 | NS      | $9861.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                                   | Univest Financial Corp.                                                         | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       472 | NS      | $15642.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        99 | NS      | $7521.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                | Upwork Inc                                                                      | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1789 | NS      | $35833.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                      | Urban Outfitters Inc                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       435 | NS      | $30819.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       232 | NS      | $42091.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                   | Valley National Bancorp                                                         | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      3036 | NS      | $37828.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                        | Varex Imaging Corp                                                              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       496 | NS      | $6914.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Growth ETF                                       | Vanguard Growth ETF                                                             | CUSIP: 922908736<br>LEI: 8DLNZLT9FCSJNCMHQC12 | Long             | EC               | RF                | US        |      1660 | NS      | $799373.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Small-Cap ETF                                    | Vanguard Small-Cap ETF                                                          | CUSIP: 922908751<br>LEI: HZKQM2YGJWB4I8NIZL49 | Long             | EC               | RF                | US        |       930 | NS      | $250997.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                              | Veracyte Inc                                                                    | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |       421 | NS      | $16031.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       199 | NS      | $48601.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      5125 | NS      | $228165.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $77163.79     | 0.07%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105793.67    | 0.10%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25006.81     | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9871.13      | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vericel Corp                                              | Vericel Corp                                                                    | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       294 | NS      | $10578.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       607 | NS      | $285229.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV GROUP CORPORATION                                  | Vertiv Group Corp                                                               | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78780.43     | 0.07%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                               | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       865 | NS      | $11322.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                    | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     60000 | PA      | $60169.95     | 0.06%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                  | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16201.12     | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                  | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16288.96     | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59629.39     | 0.05%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2687 | NS      | $864757.21    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99577.00     | 0.09%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19936.34     | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9900.94      | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        27 | NS      | $2069.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       967 | NS      | $290622.18    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       927 | NS      | $102591.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      4819 | NS      | $574135.66    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                     | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10175.21     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1546 | NS      | $343583.04    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                              | Watts Water Technologies Inc                                                    | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        86 | NS      | $25740.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                  | Weave Communications Inc                                                        | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       898 | NS      | $5837.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp                                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        90 | NS      | $5919.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1799 | NS      | $162791.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248511.82    | 0.23%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | 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        |   1570258 | PA      | $66394.58     | 0.06%             | 2058-05-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114634.46    | 0.10%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | 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      | $33009.49     | 0.03%             | 2052-05-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                                   | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        37 | NS      | $10708.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                  | Western Alliance Bancorp                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |        40 | NS      | $3566.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                      | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      2486 | NS      | $23293.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      1152 | NS      | $80347.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109837.23    | 0.10%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        92 | NS      | $18827.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                  | Winnebago Industries Inc                                                        | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       577 | NS      | $26490.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust 2025-C                                        | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100524.60    | 0.09%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                       | Xerox Holdings Corp                                                             | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      1294 | NS      | $2833.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                  | Yelp Inc                                                                        | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       732 | NS      | $20042.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                  | Yext Inc                                                                        | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      1508 | NS      | $10797.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                                 | Zeta Global Holdings Corp                                                       | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |      1500 | NS      | $27870.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       150 | NS      | $13060.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        47 | NS      | $2815.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75513.33     | 0.07%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       852 | NS      | $46415.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       277 | NS      | $399132.32    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       399 | NS      | $77188.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     55947 | NS      | $82220.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      1790 | NS      | $116697.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       761 | NS      | $35822.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       710 | NS      | $50563.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       529 | NS      | $90640.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                            | Noble Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |         9 | NS      | $320.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                 | Aegon Ltd                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |      8245 | NS      | $64288.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      1560 | NS      | $72748.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      2586 | NS      | $80403.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2583 | NS      | $174619.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Bank SA                                           | Piraeus Bank SA                                                                 | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | EC               | CORP              | GR        |      6522 | NS      | $65789.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       412 | NS      | $55537.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         8 | NC      | $34017.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -24 | NC      | $33039.45     | 0.03%             |  |  |  | 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        |       859 | NS      | $96374.07     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     28816 | NS      | $75292.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       356 | NS      | $127017.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       616 | NS      | $44263.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      2988 | NS      | $88899.79     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |      1797 | NS      | $57554.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      2100 | NS      | $54413.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       214 | NS      | $34904.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      3300 | NS      | $73416.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       153 | NS      | $59018.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       402 | NS      | $59539.99     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1490 | NS      | $108001.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       719 | NS      | $61980.67     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2933 | NS      | $45749.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       626 | NS      | $31273.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     22700 | NS      | $59600.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        83 | NS      | $63303.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     16513 | NS      | $64691.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       600 | NS      | $46826.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      2632 | NS      | $120686.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        63 | NS      | $11794.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co                                    | MatsukiyoCocokara & Co                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $32023.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      6275 | NS      | $140765.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      1110 | NS      | $35656.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      1033 | NS      | $36454.32     | 0.03%             |  |  |  | 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        |      1300 | NS      | $33029.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      2005 | NS      | $34211.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       389 | NS      | $31426.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      6402 | NS      | $74041.64     | 0.07%             |  |  |  | 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      | $74883.83     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA              | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |      6999 | NS      | $40029.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $155250.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |      1634 | NS      | $13527.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     36000 | NS      | $134284.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                                        | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      8100 | NS      | $67962.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      3300 | NS      | $113354.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      9165 | NS      | $151870.67    | 0.14%             |  |  |  | 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      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      5948 | NS      | $77922.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BB Seguridade Participacoes SA                            | BB Seguridade Participacoes SA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      9400 | NS      | $66640.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      3726 | NS      | $145571.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      1521 | NS      | $45517.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      4165 | NS      | $70356.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     11696 | NS      | $131013.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| China Feihe Ltd                                           | China Feihe Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44100 | NS      | $21902.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings Inc                                        | Seibu Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |       900 | NS      | $23814.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      1373 | NS      | $28323.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     19964 | NS      | $116155.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    134000 | NS      | $157463.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     19134 | NS      | $174162.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottomatica Group Spa                                     | Lottomatica Group Spa                                                           | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |      1171 | NS      | $28760.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      2672 | NS      | $81279.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      7878 | NS      | $202284.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       836 | NS      | $66175.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2478 | NS      | $145348.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      3601 | NS      | $137672.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      1800 | NS      | $94210.39     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Bank Ltd                                          | Rakuten Bank Ltd                                                                | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |       800 | NS      | $38066.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum Ltd                                     | Valterra Platinum Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       201 | NS      | $18427.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd                                                | Amrize Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |       611 | NS      | $32049.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autotrader Group PLC                                      | Autotrader Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      3948 | NS      | $29064.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                | Magnum Ice Cream Co NV/The                                                      | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |       175 | NS      | $3107.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      2519 | NS      | $219314.03    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                                | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      8000 | NS      | $95864.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                               | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      1900 | NS      | $58623.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      1000 | NS      | $5867.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                            | BAWAG Group AG                                                                  | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |       450 | NS      | $73290.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      3460 | NS      | $101794.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                              | Alkermes PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       700 | NS      | $23723.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        74 | NS      | $12238.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                                | Amdocs Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       683 | NS      | $55965.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       192 | NS      | $18439.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcos Dorados Holdings Inc                                | Arcos Dorados Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |      2232 | NS      | $18257.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |        50 | NS      | $5159.00      | 0.00%             |  |  |  | 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        |       646 | NS      | $33462.80     | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Cimpress PLC                                              | Cimpress PLC                                                                    | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |       187 | NS      | $14789.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                                 | Consolidated Water Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |       796 | NS      | $30152.48     | 0.03%             |  |  |  | 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        |       491 | NS      | $61512.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2043 | NS      | $717951.06    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals PLC                                | Avadel Pharmaceuticals PLC                                                      | CUSIP: 000000000<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |       720 | NS      | $15516.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                          | Essent Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       582 | NS      | $36619.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                         | Everest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        28 | NS      | $9275.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                  | Fabrinet                                                                        | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        89 | NS      | $43560.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                               | Genpact Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       129 | NS      | $5688.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                         | IBEX Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |       801 | NS      | $29797.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                  | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       173 | NS      | $31183.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                                    | Brightstar Lottery PLC                                                          | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      1880 | NS      | $27222.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                               | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       166 | NS      | $4530.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        38 | NS      | $6250.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      1139 | NS      | $520488.83    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                              | LivaNova PLC                                                                    | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       625 | NS      | $41068.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       954 | NS      | $98223.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                                     | Pagseguro Digital Ltd                                                           | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |      2777 | NS      | $31241.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        31 | NS      | $8732.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                        | Royalty Pharma PLC                                                              | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |       178 | NS      | $7419.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                       | Signet Jewelers Ltd                                                             | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       361 | NS      | $33309.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                           | SiriusPoint Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      1552 | NS      | $31676.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                               | StoneCo Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |      2054 | NS      | $33151.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                                      | Super Group SGHC Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |      3096 | NS      | $29319.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                            | Tecnoglass Inc                                                                  | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |       248 | NS      | $12129.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                           | Teekay Corp Ltd                                                                 | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      2170 | NS      | $22199.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                        | Teekay Tankers Ltd                                                              | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |       410 | NS      | $26453.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                  | Theravance Biopharma Inc                                                        | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      1905 | NS      | $36080.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                             | Golar LNG Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |       337 | NS      | $13678.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                               | Valaris Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       282 | NS      | $16279.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       217 | NS      | $68890.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       250 | NS      | $77390.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        70 | NS      | $35024.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       345 | NS      | $61930.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |       497 | NS      | $71399.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       219 | NS      | $183147.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       596 | NS      | $848108.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      3583 | NS      | $38553.08     | 0.04%             |  |  |  | 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        |       598 | NS      | $28985.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                             | Costamare Inc                                                                   | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |      2143 | NS      | $35959.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                          | DHT Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      1467 | NS      | $21022.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                       | Scorpio Tankers Inc                                                             | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       519 | NS      | $33018.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer