# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-25-207636
**Filing Date:** 2025-8
**Character Count:** 433075
**Document Hash:** b81217522d690348277cf8c30463ae02
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207636.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207636

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 251261726

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $561835936.37

**Total Liabilities:** $15082394.38

**Net Assets:** $546753541.99

**Delayed Delivery Securities:** $1925964.14

**Stand-by Commitments:** $909354.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 81.82788000 | **1-Year:** 4448.83088000 | **5-Year:** 27906.77498000 | **10-Year:** 9690.14811000 | **30-Year:** 697.07635000

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

- **3-Month:** 18.04471000 | **1-Year:** 271.71614000 | **5-Year:** 697.15075000 | **10-Year:** 203.94783000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099308 | -0.95%               | 4.32%                | 3.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9860867.40              | $-15455166.89                              |
| Month 2  | $2573357.24              | $17860283.82                               |
| Month 3  | $7238903.51              | $10627528.76                               |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Epiroc AB                                   | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       811 | NS      | $15548.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                       | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      5925 | NS      | $229782.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                 | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      6900 | NS      | $1508547.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4900 | NS      | $1336181.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                   | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       160 | NS      | $40134.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                            | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      3924 | NS      | $271909.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KYWR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    944206 | PA      | $809251.76    | 0.15%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                              | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2360 | NS      | $211786.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                  | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1280 | NS      | $86323.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                           | Brown & Brown Inc                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       290 | NS      | $32152.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                             | Schlumberger NV                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      9990 | NS      | $337662.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                        | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      9110 | NS      | $572199.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43629.20     | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                         | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3090 | NS      | $206226.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                   | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       667 | NS      | $155697.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                        | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       390 | NS      | $20124.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou              | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       500 | NS      | $42090.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                           | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3070 | NS      | $618021.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                    | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     15900 | NS      | $227052.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                 | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      3500 | NS      | $267540.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                          | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      4730 | NS      | $328356.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                 | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2010 | NS      | $265400.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                       | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      1200 | NS      | $107268.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Halma PLC                                   | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      1275 | NS      | $56041.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                         | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      4890 | NS      | $74516.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                          | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       320 | NS      | $43014.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                        | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $69668.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I              | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        21 | NS      | $24669.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                         | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      8270 | NS      | $1124802.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                  | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       950 | NS      | $483065.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                              | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      1760 | NS      | $516419.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    775792 | PA      | $725108.05    | 0.13%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                      | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        40 | NS      | $11772.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $406504.88    | 0.07%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd                                | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7892 | NS      | $121882.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                           | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       530 | NS      | $27968.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                       | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       235 | NS      | $117495.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                         | Axon Enterprise Inc                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        75 | NS      | $62095.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                           | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      2772 | NS      | $124481.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -250000 | PA      | $-203550.03   | -0.04%            | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11515.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co              | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |      5000 | NS      | $16029.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                  | Fortum Oyj                                                                      | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      2441 | NS      | $45773.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AST Small-Cap Equity Portfolio              | AST Small-Cap Equity Portfolio                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |    178259 | NS      | $13961270.00  | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     82070 | NS      | $12966239.30  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      1050 | NS      | $328797.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| UnitedHealth Group Inc                      | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1960 | NS      | $611461.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE COLORADO                     | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    535000 | PA      | $542929.12    | 0.10%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EPR Properties                              | EPR Properties                                                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       800 | NS      | $46608.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PSF PGIM High Yield Bond Portfolio          | PSF PGIM High Yield Bond Portfolio                                              | CUSIP: 74437G672<br>LEI: N/A                  | Long             | EC               | RF                | US        |     83649 | NS      | $629876.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                     | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059EPB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     25000 | PA      | $16206.28     | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      4968 | NS      | $70079.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                      | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5560 | NS      | $2700881.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                           | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     38036 | NS      | $267125.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Revvity Inc                                 | Revvity Inc                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       520 | NS      | $50294.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                             | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $35434.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                 | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     28762 | NS      | $103451.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                   | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       140 | NS      | $28490.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                     | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1420 | NS      | $471681.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc               | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       160 | NS      | $25968.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     11520 | NS      | $499392.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                    | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        95 | NS      | $50704.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                  | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       295 | NS      | $120598.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust                                                       | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127575 | PA      | $129650.97    | 0.02%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                       | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2050 | NS      | $597903.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         7 | NC      | $6812.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                        | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27476.67     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                        | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543897.28    | 0.10%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American International Group I              | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      5910 | NS      | $505836.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       190 | NS      | $58818.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                               | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3860 | NS      | $276877.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLUE OPCO LLC                               | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52996.74     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc                  | Howard Hughes Holdings Inc                                                      | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |       600 | NS      | $40500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc              | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        80 | NS      | $11488.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    470000 | PA      | $500582.21    | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1680 | NS      | $98498.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                       | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       170 | NS      | $41923.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137H9NW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202866 | PA      | $165270.28    | 0.03%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1058371.88   | 0.19%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311420.41    | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                            | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      8312 | NS      | $246412.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       193 | NS      | $1117323.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2024-RPL2 Trust                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183397 | PA      | $174826.04    | 0.03%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                            | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     15170 | NS      | $1073277.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    565000 | PA      | $543647.97    | 0.10%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                    | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       590 | NS      | $34408.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                    | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     84091 | NS      | $88423.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                  | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     15740 | NS      | $712235.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AST Large-Cap Growth Portfolio              | AST Large-Cap Growth Portfolio                                                  | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |    545529 | NS      | $54983842.23  | 10.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                         | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       560 | NS      | $74664.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oki Electric Industry Co Ltd                | Oki Electric Industry Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |      8500 | NS      | $94793.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                     | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     13338 | NS      | $254308.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                            | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      3300 | NS      | $63727.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac Inc                                   | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       510 | NS      | $53784.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                        | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       360 | NS      | $82375.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                        | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       140 | NS      | $9972.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                 | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       156 | NS      | $12955.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2019-BNK20                                                                 | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809459 | PA      | $756902.98    | 0.14%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| AB Global Bond Fund Inc                     | AB Global Bond Fund Inc                                                         | CUSIP: 01853W709<br>LEI: U218ZJTWJ6O77RCA8603 | Long             | EC               | RF                | US        |   3496599 | NS      | $24336330.97  | 4.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                    | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       245 | NS      | $124780.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                    | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      4004 | NS      | $58448.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                       | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        40 | NS      | $4193.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                    | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286252.55    | 0.05%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL              | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |       210 | NS      | $30309.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                     | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       260 | NS      | $83231.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CQS US CLO Ltd                              | CQS US CLO 2023-3 Ltd                                                           | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004787.60   | 0.18%             | 2037-01-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                   | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       225 | NS      | $10840.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4310 | NS      | $532241.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                 | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      2700 | NS      | $78473.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                 | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |      1950 | NS      | $200187.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                     | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3820000 | PA      | $3784637.26   | 0.69%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                      | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      4008 | NS      | $233506.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                          | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     17390 | NS      | $355973.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Lt              | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      8100 | NS      | $202697.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                    | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1840 | NS      | $129480.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136AJXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2069877 | PA      | $237775.65    | 0.04%             | 2044-04-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Gap Inc/The                                 | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      4900 | NS      | $106869.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383TYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    547280 | PA      | $13543.58     | 0.00%             | 2052-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ST Engineering                              | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     20100 | NS      | $123246.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                       | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       200 | NS      | $51194.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown City CLO                              | Crown City CLO IV                                                               | CUSIP: 228233AL6<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003724.10   | 0.18%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio              | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       106 | NS      | $7367.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life Inc                              | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        90 | NS      | $11186.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299575.58    | 0.05%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                    | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      1288 | NS      | $17242.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                   | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        90 | NS      | $16960.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                 | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       548 | NS      | $96555.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                 | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1000 | NS      | $43420.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        80 | NS      | $23104.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    544616 | PA      | $530529.88    | 0.10%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150830 | PA      | $135437.62    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                   | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      1491 | NS      | $193295.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                               | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       505 | NS      | $370053.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                              | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       200 | NS      | $62896.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                            | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       300 | NS      | $7694.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                         | Williams-Sonoma Inc                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       130 | NS      | $21238.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QCY34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826178 | PA      | $716734.83    | 0.13%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAFCO Group Co ltd                          | JAFCO Group Co ltd                                                              | CUSIP: 000000000<br>LEI: 353800R7EWCVA2488G32 | Long             | EC               | CORP              | JP        |      3600 | NS      | $61592.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                   | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       182 | NS      | $127349.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                        | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       700 | NS      | $23379.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                          | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       340 | NS      | $22946.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $365017.50    | 0.07%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XCHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391329 | PA      | $374484.25    | 0.07%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231305.04    | 0.04%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                    | Super Micro Computer Inc                                                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       500 | NS      | $24505.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    318602 | PA      | $329068.45    | 0.06%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.IG.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $21555.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1031.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                         | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2910 | NS      | $488880.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                  | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       570 | NS      | $98273.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                            | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        40 | NS      | $7072.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                         | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      6980 | NS      | $518753.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                       | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       260 | NS      | $56807.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    822000 | PA      | $738568.94    | 0.14%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6090 | NS      | $330565.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2680 | NS      | $638536.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                   | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       280 | NS      | $38791.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       155 | NS      | $77746.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6JQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485902 | PA      | $489454.10    | 0.09%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                        | Hayward Holdings Inc                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $84180.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                   | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      5815 | NS      | $158685.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                  | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       150 | NS      | $38700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                            | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       900 | NS      | $46746.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                        | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       186 | NS      | $69260.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Jennison Natural Resource Fund         | PGIM Jennison Natural Resource Fund                                             | CUSIP: 74441K602<br>LEI: GZH8OOEW70J2A1DFJE03 | Long             | EC               | RF                | US        |     20231 | NS      | $1224396.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    165044 | NS      | $269428.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric PLC                          | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5100 | NS      | $373575.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                  | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       450 | NS      | $70177.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                              | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3310 | NS      | $734389.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc               | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       105 | NS      | $55125.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                   | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      6040 | NS      | $600535.30    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                     | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       210 | NS      | $30962.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    499980 | PA      | $508064.73    | 0.09%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                   | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      2210 | NS      | $25326.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                 | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       650 | NS      | $151372.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                  | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       130 | NS      | $27133.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                   | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        80 | NS      | $14045.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                               | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      3279 | NS      | $219966.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                 | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       150 | NS      | $12043.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       580 | NS      | $6101.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                  | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      6934 | NS      | $216683.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc              | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       460 | NS      | $34072.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                       | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       690 | NS      | $185254.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Wa              | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       140 | NS      | $15995.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                         | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       830 | NS      | $70120.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       430 | NS      | $35741.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-SJ2                                              | CUSIP: 89180LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92509.61     | 0.02%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                    | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       220 | NS      | $8142.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                       | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       310 | NS      | $38006.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt              | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       152 | NS      | $79553.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                        | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       800 | NS      | $148904.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                      | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    145000 | PA      | $148372.70    | 0.03%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc               | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2405 | NS      | $741702.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                          | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    301000 | PA      | $352900.94    | 0.06%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                   | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     30612 | NS      | $168779.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Air              | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |     37680 | NS      | $177518.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                         | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      8831 | NS      | $323246.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cent CLO LP                                 | Columbia Cent CLO 32 Ltd                                                        | CUSIP: 19737TBA3<br>LEI: 549300NBGVSLUALOY827 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400426.40    | 0.07%             | 2034-07-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        45 | NS      | $32912.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        40 | NS      | $8574.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                   | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       700 | NS      | $29666.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                      | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       660 | NS      | $135062.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212507.09    | 0.04%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    565000 | PA      | $571651.29    | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                 | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       190 | NS      | $45600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                | Associated British Foods PLC                                                    | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |       558 | NS      | $15765.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                         | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       220 | NS      | $13303.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                      | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        40 | NS      | $23713.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                            | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       600 | NS      | $19052.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                   | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        35 | NS      | $10201.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                           | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       174 | NS      | $77505.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9887.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Dividend Appreciation ETF          | Vanguard Dividend Appreciation ETF                                              | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |     53910 | NS      | $11033759.70  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                      | Synovus Financial Corp                                                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      1700 | NS      | $87975.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                    | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     33444 | NS      | $317407.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338218 | PA      | $338185.33    | 0.06%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                              | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       860 | NS      | $17526.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                       | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       300 | NS      | $230202.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                               | Ralliant Corp                                                                   | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $5495.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                           | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1690 | NS      | $173343.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                              | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       120 | NS      | $7868.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrow Hanley CLO LTD                       | Barrow Hanley CLO III Ltd                                                       | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003916.70   | 0.18%             | 2037-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1357241 | PA      | $1264704.61   | 0.23%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                  | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       180 | NS      | $16560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       480 | NS      | $25334.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                      | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     10900 | NS      | $127630.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                             | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1970 | NS      | $651242.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                    | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1145 | NS      | $168853.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                  | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       255 | NS      | $113526.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                   | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2630 | NS      | $734322.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Paycom Software Inc                         | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        40 | NS      | $9256.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                       | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       290 | NS      | $49952.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     10600 | NS      | $849272.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc                 | Chubu Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |       800 | NS      | $9899.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                  | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     28300 | NS      | $685992.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5083.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOTCHKIS & WILEY LRG CA                     | AST HOTCHKIS & WILEY LARGE CAP VALUE                                            | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |    820060 | NS      | $45152480.38  | 8.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75014.50     | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                          | BMO 2023-C7 Mortgage Trust                                                      | CUSIP: 05593FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $845244.48    | 0.15%             | 2056-12-15      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                 | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       430 | NS      | $111529.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                  | Edenred SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      2990 | NS      | $92870.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                    | Molson Coors Beverage Co                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       170 | NS      | $8175.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd                       | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      1100 | NS      | $25484.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                    | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       120 | NS      | $14002.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                             | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1200 | NS      | $80556.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                       | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2000 | NS      | $415240.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                      | The Campbell's Company                                                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       160 | NS      | $4904.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings              | Norwegian Cruise Line Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $7300.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                    | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     28000 | NS      | $63203.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9799.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                    | Xero Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |       973 | NS      | $115134.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        90 | NS      | $12970.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                   | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3800 | NS      | $259236.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $152400.00    | 0.03%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                     | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        80 | NS      | $18787.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DP WORLD LTD UAE                            | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    101000 | PA      | $118303.73    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                          | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    115000 | PA      | $123376.77    | 0.02%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                   | Amcor PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | CH        |      2260 | NS      | $20769.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                               | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       130 | NS      | $15609.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    -50000 | OU      | $-157.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157859 | PA      | $141296.19    | 0.03%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                     | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      7000 | NS      | $126774.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                  | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      3490 | NS      | $304642.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                         | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       670 | NS      | $27557.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                   | MGM Resorts International                                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       190 | NS      | $6534.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                          | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       170 | NS      | $26790.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Revolving Receiva              | GM Financial Revolving Receivables Trust 2024-2                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $603488.10    | 0.11%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Logitech International SA                   | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       234 | NS      | $21220.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                        | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       140 | NS      | $43610.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7715 | NS      | $5694364.35   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                               | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      4760 | NS      | $405171.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     58798 | NS      | $338700.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15870 | NS      | $2815179.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                             | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      1395 | NS      | $56977.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     19360 | NS      | $3411812.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5830 | NS      | $890532.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                  | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1450 | NS      | $182105.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                           | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       600 | NS      | $17675.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo Inc                                | Duolingo Inc                                                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $82004.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     17130 | NS      | $4721884.50   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                         | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       750 | NS      | $60030.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions              | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      7490 | NS      | $584444.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                 | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       270 | NS      | $25930.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                   | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |       500 | NS      | $17919.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137H8JY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78178 | PA      | $53966.52     | 0.01%             | 2052-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                               | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       360 | NS      | $99223.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                       | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     10020 | NS      | $934866.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                         | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        80 | NS      | $14037.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $266010.83    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                  | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       520 | NS      | $49431.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                             | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       394 | NS      | $409854.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocean Trails CLO                            | Ocean Trails CLO XV Ltd                                                         | CUSIP: 67515BAA0<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002864.60   | 0.18%             | 2037-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                           | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      2500 | NS      | $30140.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                 | Moncler SpA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       888 | NS      | $50652.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $377135.89    | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                               | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2900 | NS      | $648933.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                  | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       440 | NS      | $80621.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                           | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       330 | NS      | $11996.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                  | DaVita Inc                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        40 | NS      | $5698.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                 | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       190 | NS      | $12380.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Food & Life Cos Ltd                         | Food & Life Cos Ltd                                                             | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |       900 | NS      | $43764.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                    | Central Japan Railway Co                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      3400 | NS      | $76005.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -500000 | PA      | $-500656.15   | -0.09%            | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                  | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       400 | NS      | $68172.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                       | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1300 | NS      | $228800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                             | Bunge Global SA                                                                 | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |       140 | NS      | $11239.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                     | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       110 | NS      | $26383.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor              | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      6279 | NS      | $137916.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International              | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       660 | NS      | $69709.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                           | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     12350 | NS      | $392853.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       840 | NS      | $75532.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                     | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1120 | NS      | $186043.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      7900 | NS      | $348192.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1100 | NS      | $40590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                           | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       150 | NS      | $4036.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                 | Wix.com Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |       600 | NS      | $95076.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                  | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     58000 | NS      | $252488.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                         | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      9700 | NS      | $89587.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                  | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       160 | NS      | $10840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Re                                   | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       300 | NS      | $194800.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru              | OneMain Financial Issuance Trust 2022-2                                         | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231311 | PA      | $231247.24    | 0.04%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383RFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350620 | PA      | $9345.00      | 0.00%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| DAH SING                                    | Dah Sing Financial Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |      3200 | NS      | $12137.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                         | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      6307 | NS      | $249190.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                       | Euronet Worldwide Inc                                                           | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      1700 | NS      | $172346.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Revolving Receiva              | GM Financial Revolving Receivables Trust 2023-2                                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $523144.90    | 0.10%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                          | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        30 | NS      | $13518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                     | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       120 | NS      | $20680.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     25000 | OU      | $236.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                         | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       120 | NS      | $31298.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                   | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      2023 | NS      | $152197.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                    | Nova Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       222 | NS      | $62933.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp                              | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |       800 | NS      | $162472.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc               | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       240 | NS      | $63921.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1340 | NS      | $75241.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia              | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      2344 | NS      | $285284.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                     | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         4 | NS      | $29542.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                    | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $207723.82    | 0.04%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198631.07    | 0.04%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                       | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       200 | NS      | $53508.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                           | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      3027 | NS      | $353798.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                          | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     44015 | NS      | $214713.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                   | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1580 | NS      | $611270.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                       | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      5400 | NS      | $505602.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        41 | NC      | $205731.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                   | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       437 | NS      | $129035.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749306 | PA      | $738040.17    | 0.13%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                            | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       320 | NS      | $23510.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                    | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      5455 | NS      | $1936797.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136BDJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101860 | PA      | $19188.14     | 0.00%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49189.14     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R08                                    | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53227 | PA      | $53391.90     | 0.01%             | 2043-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Coupang Inc                                 | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      9500 | NS      | $284620.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                           | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       370 | NS      | $23539.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                 | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      3200 | NS      | $77630.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383P5X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716741 | PA      | $18098.71     | 0.00%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                  | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      7841 | NS      | $70938.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp                       | Encompass Health Corp                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1700 | NS      | $208471.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                    | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1503 | NS      | $256703.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers Clo 40 Ltd                                       | CUSIP: 64134JAA1<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |    318233 | PA      | $318551.52    | 0.06%             | 2033-04-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      5000 | NS      | $263027.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                      | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1425 | NS      | $623309.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                              | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        57 | NS      | $11753.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                              | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       150 | NS      | $24892.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38382URT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170571 | PA      | $24747.12     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit              | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       120 | NS      | $17761.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                  | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      4280 | NS      | $95872.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                   | Olin Corp                                                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      4700 | NS      | $94423.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106757 | PA      | $102330.90    | 0.02%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                          | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1800 | NS      | $185364.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       630 | NS      | $66603.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                     | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162145.25    | 0.03%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                        | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126999.10    | 0.02%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                  | Pinnacle West Capital Corp                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       120 | NS      | $10736.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                          | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     10725 | NS      | $202898.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                | Ecopetrol SA                                                                    | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    140000 | PA      | $137375.00    | 0.03%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                    | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        50 | NS      | $14170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                             | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1858 | NS      | $258576.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                  | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      2600 | NS      | $70582.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                               | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       150 | NS      | $29098.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                    | Lennox International Inc                                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        35 | NS      | $20063.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                               | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       280 | NS      | $36097.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2023-B40 Mortgage Trust                                               | CUSIP: 08163WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382888 | PA      | $405756.68    | 0.07%             | 2056-12-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                 | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       280 | NS      | $15797.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                        | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       810 | NS      | $375143.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $97375.00     | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                  | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2200 | NS      | $312180.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                     | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |       220 | NS      | $78487.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AST International Equity Portfolio          | AST International Equity Portfolio                                              | CUSIP: 000000000<br>LEI: 75JAHXN59CJ4IX48GQ70 | Long             | EC               | RF                | US        |    724372 | NS      | $23650746.31  | 4.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                     | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      1800 | NS      | $105851.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                  | Americold Realty Trust Inc                                                      | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |      4200 | NS      | $69846.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ship Healthcare Holdings Inc                | Ship Healthcare Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |      1800 | NS      | $24226.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Home Lending Mortgage Trust 2023-RPL1                                     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226745 | PA      | $208180.97    | 0.04%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        58 | NC      | $71382.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        82 | NC      | $872270.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    418695 | PA      | $403847.62    | 0.07%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                   | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      4563 | NS      | $256013.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182495.91    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                     | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      5184 | NS      | $36500.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                           | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        40 | NS      | $10971.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                              | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       124 | NS      | $262594.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                       | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3600 | NS      | $225504.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                              | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       730 | NS      | $109193.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                    | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      3400 | NS      | $96232.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                  | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       210 | NS      | $22375.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137H7BF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185409 | PA      | $5011.51      | 0.00%             | 2052-05-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                          | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      2470 | NS      | $63775.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                 | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     24070 | NS      | $379583.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                   | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       310 | NS      | $100055.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                   | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        80 | NS      | $17448.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                 | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       720 | NS      | $124550.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1440 | NS      | $24134.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                      | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $239745.55    | 0.04%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                             | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2570 | NS      | $254532.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                | Nippon Paint Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |      1000 | NS      | $8042.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                              | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2106 | NS      | $188911.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                       | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       500 | NS      | $171432.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136BWRC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645000 | PA      | $645917.45    | 0.12%             | 2055-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                         | TOPPAN Holdings Inc                                                             | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      1000 | NS      | $27167.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                          | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      2000 | NS      | $383018.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                        | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25487.92     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                       | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     13150 | NS      | $565318.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                   | Kellanova                                                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       270 | NS      | $21473.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                      | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       849 | NS      | $35478.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSYS Inc                                   | ANSYS Inc                                                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        90 | NS      | $31609.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                   | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      2087 | NS      | $169163.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                             | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      3180 | NS      | $471212.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                     | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525956.55    | 0.10%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    535000 | PA      | $528020.66    | 0.10%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kesko Oyj                                   | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      3550 | NS      | $87557.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                 | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      2598 | NS      | $176993.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                  | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      1293 | NS      | $181683.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                 | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      3860 | NS      | $380789.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                     | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      1200 | NS      | $40211.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1400 | NS      | $172550.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                | Dayforce Inc                                                                    | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       160 | NS      | $8862.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136BNJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1460208 | PA      | $153809.27    | 0.03%             | 2052-08-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                     | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2300 | NS      | $425960.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       260 | NS      | $19123.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                            | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1510 | NS      | $60792.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                          | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      1080 | NS      | $23204.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2024-4                                   | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301730.88    | 0.06%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     18000 | NS      | $245404.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV               | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      5175 | NS      | $216141.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $281623.41    | 0.05%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                 | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        50 | NS      | $20420.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                              | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     32370 | NS      | $129272.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                           | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      3700 | NS      | $69974.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O              | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502130.40    | 0.09%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                        | Vornado Realty Trust                                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $61184.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries               | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        40 | NS      | $9658.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                               | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1200 | NS      | $420096.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                               | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     39000 | NS      | $353279.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      7400 | NS      | $228460.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                  | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       860 | NS      | $118722.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      4770 | NS      | $192421.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $787545.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| SBI Holdings Inc                            | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      2400 | NS      | $83628.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                      | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      1083 | NS      | $39965.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                   | Avolta AG                                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      1635 | NS      | $89060.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                             | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      1300 | NS      | $124838.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                        | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1290 | NS      | $344249.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       590 | NS      | $6773.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAM CLO Management                         | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750745.05    | 0.14%             | 2034-07-20      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Holdings               | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      4700 | NS      | $446453.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                      | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       555 | NS      | $301592.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       340 | NS      | $134514.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                 | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      2000 | NS      | $278220.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                 | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1540 | NS      | $298467.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                 | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       980 | NS      | $8751.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                     | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4800 | NS      | $40656.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103609.71    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Holcim AG                                   | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      1362 | NS      | $101140.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                         | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       470 | NS      | $103879.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                    | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197897.22    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metaplanet Inc                              | Metaplanet Inc                                                                  | CUSIP: 000000000<br>LEI: 3538006DGBY53D3UEV95 | Long             | EC               | CORP              | JP        |      3100 | NS      | $35397.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc               | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        40 | NS      | $7246.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                   | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       620 | NS      | $50610.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335BHH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    852742 | PA      | $831577.71    | 0.15%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                      | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       250 | NS      | $24027.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                              | CUSIP: 3142G5QF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271213 | PA      | $59596.55     | 0.01%             | 2053-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      5620 | NS      | $574982.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6CB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99527 | PA      | $96073.16     | 0.02%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                             | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       300 | NS      | $20784.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    448810 | PA      | $365597.18    | 0.07%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                              | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       800 | NS      | $104944.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHFIELD FOODS INC                        | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455097.60    | 0.08%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                 | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      6005 | NS      | $728869.54    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2280 | NS      | $1777328.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Floorplan Master O              | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508831.00    | 0.09%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                      | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       485 | NS      | $260124.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                         | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1040 | NS      | $33904.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nisshin Oillio Group Ltd/The                | Nisshin Oillio Group Ltd/The                                                    | CUSIP: 000000000<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |       300 | NS      | $10166.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                         | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       750 | NS      | $239235.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO Inc                                    | ZOZO Inc                                                                        | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      1800 | NS      | $19448.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                 | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1280 | NS      | $95398.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                        | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $21000.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                      | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1900 | NS      | $485982.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                   | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2330 | NS      | $235190.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                  | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      3100 | NS      | $86055.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      9360 | NS      | $405007.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shikoku Electric Power Co Inc               | Shikoku Electric Power Co Inc                                                   | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |      2600 | NS      | $21788.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                           | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1850 | NS      | $95848.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                           | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4860 | NS      | $581304.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Orica Ltd                                   | Orica Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1587 | NS      | $20377.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                              | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3355 | NS      | $1885308.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                   | Lear Corp                                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       500 | NS      | $47490.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                  | Corpay Inc                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        70 | NS      | $23227.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                  | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      4600 | NS      | $117301.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                  | Zalando SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |      1281 | NS      | $42269.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                           | Kinross Gold Corp                                                               | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $601354.88    | 0.11%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2022-RPL4 Trust                                                            | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75474 | PA      | $71735.27     | 0.01%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Michelin                                    | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      6588 | NS      | $245035.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                         | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       120 | NS      | $18931.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     50990 | NS      | $10461618.30  | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                      | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       260 | NS      | $6201.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                     | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      5564 | NS      | $102520.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       440 | NS      | $19690.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                   | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       570 | NS      | $8755.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                     | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       700 | NS      | $18536.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                        | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       350 | NS      | $22396.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                 | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        80 | NS      | $14413.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                     | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       150 | NS      | $11964.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                  | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |      2200 | NS      | $65318.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr              | Sofi Professional Loan Program 2018-C Trust                                     | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172040 | PA      | $170136.57    | 0.03%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-68469.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T              | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      7610 | NS      | $693347.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                  | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       540 | NS      | $69951.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                  | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        26 | NS      | $20476.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                  | Dai Nippon Printing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      1900 | NS      | $28841.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                              | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      3448 | NS      | $49073.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion Inc                               | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2700 | NS      | $366174.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $651026.80    | 0.12%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                  | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       170 | NS      | $15505.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                 | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       580 | NS      | $234447.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2276573 | PA      | $1991145.51   | 0.36%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                     | Hungary Government International Bond                                           | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $201350.00    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                          | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       210 | NS      | $24557.40     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    982722 | PA      | $988865.61    | 0.18%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                 | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       770 | NS      | $612511.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    325000 | PA      | $330321.78    | 0.06%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| News Corp                                   | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       310 | NS      | $9213.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                             | Bio-Techne Corp                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       160 | NS      | $8232.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                 | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      7451 | NS      | $92035.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                              | Brink's Co/The                                                                  | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124271.06    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp               | First American Financial Corp                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1100 | NS      | $67529.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379808 | PA      | $346298.00    | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABB Ltd                                     | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      5044 | NS      | $302281.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimble Inc                                 | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       250 | NS      | $18995.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200464.42    | 0.04%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                     | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137794.49    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    191436 | PA      | $192891.07    | 0.04%             | 2042-09-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Konami Group Corp                           | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       900 | NS      | $142291.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                 | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       160 | NS      | $10896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        40 | NS      | $7899.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    405421 | PA      | $382155.95    | 0.07%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                          | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      9500 | NS      | $215186.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                            | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       400 | NS      | $41702.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                 | Columbia Banking System Inc                                                     | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9200 | NS      | $215096.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $836088.96    | 0.15%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     18280 | NS      | $1268266.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                   | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2622 | NS      | $253845.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BIPROGY Inc                                 | BIPROGY Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $25086.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137HLZC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $425374.38    | 0.08%             | 2055-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                    | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     13990 | NS      | $328804.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                         | Clearway Energy Inc                                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      2000 | NS      | $64000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184296 | PA      | $185081.37    | 0.03%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                          | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     26549 | NS      | $219849.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                      | Rockford Tower CLO 2022-2 Ltd                                                   | CUSIP: 77340LAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009202.20   | 0.55%             | 2035-10-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020679<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -500000 | PA      | $-395693.80   | -0.07%            | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                     | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      5127 | NS      | $95390.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi              | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |     24000 | NS      | $41882.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                             | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        25 | NS      | $45699.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1341267 | PA      | $1234914.13   | 0.23%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                          | Cooper Cos Inc/The                                                              | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       170 | NS      | $12097.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                 | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       720 | NS      | $104731.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                               | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       145 | NS      | $152141.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                             | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        80 | NS      | $13243.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1432 | NS      | $1917634.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2480 | NS      | $718505.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                 | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |         3 | NS      | $14548.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                           | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1730 | NS      | $291816.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                             | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2950 | NS      | $203491.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                              | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      2000 | NS      | $148262.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                 | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       170 | NS      | $50974.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       155 | NS      | $79465.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd               | Concordia Financial Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $61652.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                     | Sembcorp Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |      3900 | NS      | $21009.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                         | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       120 | NS      | $8959.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                   | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      3666 | NS      | $55826.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    470000 | PA      | $462746.33    | 0.08%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                         | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       400 | NS      | $195420.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information               | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2930 | NS      | $238531.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                               | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $67030.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    490000 | PA      | $486570.00    | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc               | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        65 | NS      | $35682.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                         | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       200 | NS      | $25358.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                 | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       230 | NS      | $25440.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                 | Swedish Orphan Biovitrum AB                                                     | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |       572 | NS      | $17408.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                               | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      1725 | NS      | $17277.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                 | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      4010 | NS      | $478393.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                    | MarketAxess Holdings Inc                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       640 | NS      | $142937.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                         | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       190 | NS      | $21732.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                  | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       918 | NS      | $32546.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                     | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        90 | NS      | $20988.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                      | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1567 | NS      | $479156.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112693 | PA      | $108223.28    | 0.02%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                        | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     15390 | NS      | $728254.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                         | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      6800 | NS      | $497692.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                   | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     14304 | NS      | $499060.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                             | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      2100 | NS      | $75547.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $418047.85    | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                  | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       200 | NS      | $18332.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                             | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       330 | NS      | $42101.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383PB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290026 | PA      | $9416.55      | 0.00%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                  | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       140 | NS      | $18763.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Artience Co Ltd                             | Artience Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $25068.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                         | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       830 | NS      | $46911.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                    | CTS Eventim AG & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |        83 | NS      | $10321.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                 | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    675000 | PA      | $601678.19    | 0.11%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                    | Koninklijke BAM Groep NV                                                        | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |      3405 | NS      | $30373.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                 | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       773 | NS      | $132447.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp                                   | News Corp                                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        90 | NS      | $3087.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                         | Swiss Prime Site AG                                                             | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |       415 | NS      | $62301.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                      | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         8 | NS      | $14759.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                      | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1194012.18   | 0.22%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus              | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        80 | NS      | $7599.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                  | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $408374.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QMQ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212960 | PA      | $1014957.72   | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      4000 | NS      | $110618.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                  | Denso Corp                                                                      | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |       500 | NS      | $6747.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                         | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $362177.33    | 0.07%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                           | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       375 | NS      | $54508.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                    | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     10500 | NS      | $306338.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                             | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       545 | NS      | $254961.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                            | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       130 | NS      | $9496.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       944 | NS      | $970507.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                            | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2730 | NS      | $280452.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                    | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       320 | NS      | $55785.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      4450 | NS      | $449227.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                      | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        49 | NS      | $91125.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QLBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459893 | PA      | $442819.31    | 0.08%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                           | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       130 | NS      | $20034.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $247000.00    | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                  | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       440 | NS      | $27786.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                               | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      2000 | NS      | $51613.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                     | Siemens Healthineers AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |       868 | NS      | $48186.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                 | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       140 | NS      | $25002.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                     | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      4000 | NS      | $42797.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                    | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |       105 | NS      | $32182.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                  | Kenvue Inc                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      1900 | NS      | $39767.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        47 | NS      | $174474.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                         | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       230 | NS      | $89460.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakus Co Ltd                                | Rakus Co Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $36866.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     18880 | NS      | $673827.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    670000 | PA      | $650391.59    | 0.12%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                           | Sekisui House Ltd                                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      1100 | NS      | $24210.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                       | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      6420 | NS      | $440347.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                               | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      2170 | NS      | $648591.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                             | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      2000 | NS      | $105710.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                               | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     15317 | NS      | $126408.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                       | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2340 | NS      | $356241.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                       | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       420 | NS      | $22012.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                   | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       120 | NS      | $11514.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155526 | PA      | $149035.67    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306111.00    | 0.06%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                            | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      1100 | NS      | $29835.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3240 | NS      | $640029.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $31861.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In              | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7040 | NS      | $1282195.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                           | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     12340 | NS      | $607251.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                  | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      9700 | NS      | $89843.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                      | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1630 | NS      | $123505.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                               | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3059 | NS      | $178046.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                        | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       150 | NS      | $15460.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                      | Paylocity Holding Corp                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       500 | NS      | $90595.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                 | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3260 | NS      | $171443.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XXIV Ltd                                                           | CUSIP: 89642XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1003700.50   | 0.18%             | 2037-04-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd               | Insurance Australia Group Ltd                                                   | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |     21721 | NS      | $129131.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      8215 | NS      | $2609576.90   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Linde PLC                                   | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      1370 | NS      | $642776.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Direct Auto Receivable              | Onemain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504178 | PA      | $503559.66    | 0.09%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                     | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       990 | NS      | $17245.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                     | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       969 | NS      | $228196.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                   | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     10900 | NS      | $423356.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                             | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       720 | NS      | $18496.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                             | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1310 | NS      | $382742.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                            | Wynn Resorts Ltd                                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        90 | NS      | $8430.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                      | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      4230 | NS      | $103465.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                      | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       650 | NS      | $23881.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     20288 | NS      | $93746.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                   | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4498 | NS      | $15896.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       340 | NS      | $17724.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                        | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $18696.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                 | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      2990 | NS      | $458576.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                          | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       140 | NS      | $17921.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                 | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      3300 | NS      | $108878.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                    | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       120 | NS      | $6222.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                | ROCKWOOL A/S                                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      1380 | NS      | $64683.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1352420 | PA      | $1079526.26   | 0.20%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                           | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |       560 | NS      | $11771.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30573.69     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383R3S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224233 | PA      | $5253.24      | 0.00%             | 2052-05-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                         | Fred Hutchinson Cancer Center                                                   | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |    310000 | PA      | $273509.36    | 0.05%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                            | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     17700 | NS      | $1908060.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876110.28    | 0.16%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                   | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     19670 | NS      | $344421.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      2130 | NS      | $300031.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                   | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       590 | NS      | $46143.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hi-Fi Ltd                                | JB Hi-Fi Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |       332 | NS      | $24125.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD               | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       200 | NS      | $54642.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries L              | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     10200 | NS      | $218722.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                        | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       730 | NS      | $509883.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505438 | PA      | $402083.47    | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                               | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       610 | NS      | $93775.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                    | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       310 | NS      | $49835.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $145350.56    | 0.03%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      2329 | NS      | $110735.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $527267.19    | 0.10%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                      | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      6330 | NS      | $104752.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                               | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     13969 | NS      | $336060.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                    | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      6510 | NS      | $212421.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                             | Pro Medicus Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       276 | NS      | $51649.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                    | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       180 | NS      | $103813.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                         | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      7330 | NS      | $812677.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                     | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1355 | NS      | $417827.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QMP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476610 | PA      | $447857.78    | 0.08%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ericsson                                    | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     11000 | NS      | $93998.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                      | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       160 | NS      | $11923.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465815 | PA      | $379433.12    | 0.07%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund             | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  46555282 | NS      | $46555281.68  | 8.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                              | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     29710 | NS      | $6518076.90   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                          | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      2670 | NS      | $153818.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    954215 | PA      | $759884.77    | 0.14%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                       | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       810 | NS      | $148286.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plus500 Ltd                                 | Plus500 Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      1114 | NS      | $51983.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404981.72    | 0.07%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551799 | PA      | $541965.27    | 0.10%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     13250 | NS      | $1048870.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                        | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      4405 | NS      | $77753.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                             | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290157.89    | 0.05%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T              | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      6500 | NS      | $77088.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1547851 | PA      | $1517509.13   | 0.28%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      4600 | NS      | $115832.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O              | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303310.71    | 0.06%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                          | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       180 | NS      | $68958.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSWF Commercial Mortgage Trust              | MSWF Commercial Mortgage Trust 2023-2                                           | CUSIP: 55361AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $527737.90    | 0.10%             | 2056-12-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson &               | Washington H Soul Pattinson & Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |       864 | NS      | $23885.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                 | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1100 | NS      | $60467.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                               | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      9573 | NS      | $96230.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                   | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      8536 | NS      | $236352.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1530 | NS      | $1205073.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5550 | NS      | $1030191.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                  | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $77963.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greensky Home Improvement Issu              | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118094 | PA      | $118695.40    | 0.02%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                          | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     25607 | NS      | $180902.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                    | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       510 | NS      | $15442.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                     | Trustees of Princeton University/The                                            | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $372670.20    | 0.07%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                         | TE Connectivity PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       300 | NS      | $50601.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         6 | NC      | $19262.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      6870 | NS      | $668725.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                      | Mexico City Airport Trust                                                       | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    370000 | PA      | $367225.00    | 0.07%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                          | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     21000 | NS      | $104093.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     14010 | NS      | $648522.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                            | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     25900 | NS      | $184376.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                             | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     12016 | NS      | $164764.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                         | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |       900 | NS      | $65435.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131206 | PA      | $125735.16    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                               | JDE Peet's NV                                                                   | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      1735 | NS      | $49559.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                              | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      1400 | NS      | $36016.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -250000 | PA      | $-221089.82   | -0.04%            | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Safran SA                                   | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       773 | NS      | $252094.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                  | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1997 | NS      | $512945.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                          | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       400 | NS      | $33272.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                   | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       300 | NS      | $16827.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                 | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       240 | NS      | $78600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       152 | NC      | $154287.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1129561.90   | 0.21%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc               | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       130 | NS      | $19666.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                  | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       200 | NS      | $13786.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                        | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        40 | NS      | $5728.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                     | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       230 | NS      | $78972.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                     | Zoom Communications Inc                                                         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      2500 | NS      | $194950.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2020-C56                                  | CUSIP: 95002RAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132961 | PA      | $1024843.70   | 0.19%             | 2053-06-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                            | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      6704 | NS      | $206780.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                            | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       490 | NS      | $6321.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $850758.04    | 0.16%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157402.26    | 0.03%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                         | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      3500 | NS      | $156765.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                    | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       110 | NS      | $5679.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                        | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        40 | NS      | $7573.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D    | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7902726 | NS      | $7897194.38   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                  | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3834 | NS      | $815721.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                              | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        76 | NS      | $54352.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                 | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      6390 | NS      | $513883.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       670 | NS      | $89130.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      6151 | NS      | $208837.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                  | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1600 | NS      | $524800.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11030 | NS      | $1078513.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T              | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       310 | NS      | $7588.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                     | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     11365 | NS      | $175011.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC              | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    408093 | PA      | $412068.51    | 0.08%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| REA Group Ltd                               | REA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |       341 | NS      | $54000.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2652742 | PA      | $2392774.01   | 0.44%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                    | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |       700 | NS      | $434630.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                    | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2020 | NS      | $294960.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocean Trails CLO                            | Ocean Trails Clo X                                                              | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370793.10    | 0.07%             | 2034-10-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                  | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      5810 | NS      | $519530.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                          | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      1336 | NS      | $150894.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd                           | Everest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        45 | NS      | $15293.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                             | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       570 | NS      | $38817.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I              | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       880 | NS      | $192544.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                     | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       115 | NS      | $27321.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                      | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       220 | NS      | $21230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                       | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        80 | NS      | $14370.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                          | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3500 | NS      | $805280.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                     | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      2300 | NS      | $367862.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     14520 | NS      | $223582.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      9990 | NS      | $1238859.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                         | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2030 | NS      | $261707.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                  | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       870 | NS      | $42690.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                         | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     23300 | NS      | $153540.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308529.52    | 0.06%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/T              | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       300 | NS      | $38061.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8110 | NS      | $2351170.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       170 | NS      | $35589.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta VIII Funding Ltd                    | Regatta VIII Funding Ltd                                                        | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003771.20   | 0.18%             | 2037-04-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                            | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      4860 | NS      | $93351.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                             | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       770 | NS      | $617029.36    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                  | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |       367 | NS      | $179797.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5150 | NS      | $820189.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      5770 | NS      | $919276.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medipal Holdings Corp                       | Medipal Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |      1100 | NS      | $17839.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                               | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      1040 | NS      | $29244.80     | 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        |        90 | NS      | $8838.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                   | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      5390 | NS      | $734764.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                 | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        55 | NS      | $17114.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    420000 | PA      | $247949.05    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                        | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       400 | NS      | $18420.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                            | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       420 | NS      | $33768.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |       260 | NS      | $15043.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group In              | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      5200 | NS      | $138306.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                          | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3230 | NS      | $1184247.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    833000 | PA      | $668622.27    | 0.12%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                  | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       375 | NS      | $115556.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                         | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       150 | NS      | $56712.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc              | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       220 | NS      | $62053.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                          | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       200 | NS      | $22750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                         | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1820 | NS      | $536499.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      6042 | NS      | $132426.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       340 | NS      | $83813.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                               | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     14440 | NS      | $156674.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383PRN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314197 | PA      | $8063.31      | 0.00%             | 2052-03-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                      | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       615 | NS      | $26349.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                          | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       110 | NS      | $4361.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                             | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      2900 | NS      | $57947.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC                                 | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $209858.76    | 0.04%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                    | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1170 | NS      | $83116.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                             | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      7390 | NS      | $678623.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $63100.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                     | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       270 | NS      | $66757.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daishi Hokuetsu Financial Grou              | Daishi Hokuetsu Financial Group Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $18473.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                 | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      3100 | NS      | $70184.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                      | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      7926 | NS      | $389206.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1887063 | PA      | $1501580.63   | 0.27%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                         | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4260 | NS      | $1096481.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       380 | NS      | $154074.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                      | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      1485 | NS      | $28477.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                              | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       790 | NS      | $282022.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                               | Clarivate PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |     10100 | NS      | $43430.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Auto Owner Trust                      | Chase Auto Owner Trust 2022-A                                                   | CUSIP: 16144JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200257.16    | 0.04%             | 2028-04-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                           | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      7300 | NS      | $125727.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                | AGL CLO 9 LTD                                                                   | CUSIP: 001207AQ2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003621.60   | 0.18%             | 2037-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    385000 | PA      | $301955.42    | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                      | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $414246.00    | 0.08%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                    | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       130 | NS      | $21148.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                      | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       160 | NS      | $21984.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                              | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1130 | NS      | $103541.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    429064 | PA      | $395731.82    | 0.07%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    682899 | PA      | $643719.66    | 0.12%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                               | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3940 | NS      | $825548.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                            | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3549 | NS      | $216924.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                | TICP CLO XI Ltd                                                                 | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003681.00   | 0.18%             | 2037-04-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                              | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    900000 | PA      | $905003.82    | 0.17%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                             | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       475 | NS      | $184399.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                               | H&R Block Inc                                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       700 | NS      | $38423.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                           | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      8558 | NS      | $224511.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva              | Americredit Automobile Receivables Trust 2023-1                                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $408255.08    | 0.07%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amer Sports Inc                             | Amer Sports Inc                                                                 | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | FI        |      9200 | NS      | $356592.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4530 | NS      | $263917.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2019-C53                                  | CUSIP: 95002BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186959.80    | 0.03%             | 2052-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        14 | NC      | $23825.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                              | Solventum Corp                                                                  | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       140 | NS      | $10617.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383R4A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    890486 | PA      | $98732.59     | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Subaru Corp                                 | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      3900 | NS      | $67611.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                      | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       900 | NS      | $21168.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                 | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1140 | NS      | $47880.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                 | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        60 | NS      | $20942.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91418 | PA      | $87290.79     | 0.02%             | 2031-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                   | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       680 | NS      | $111424.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                        | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1340 | NS      | $44300.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                     | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      4200 | NS      | $385560.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                         | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       200 | NS      | $70098.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     25750 | NS      | $12808307.50  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                 | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      3556 | NS      | $105376.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6NV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133351 | PA      | $125813.02    | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                  | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       200 | NS      | $36192.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594521.06    | 0.11%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Simplex Holdings Inc                        | Simplex Holdings Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10822.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAC Recruitment Co Ltd                      | JAC Recruitment Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $35792.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                     | Texas Pacific Land Corp                                                         | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $20071.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions              | Broadridge Financial Solutions Inc                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       120 | NS      | $29163.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                              | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       100 | NS      | $6267.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                 | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       940 | NS      | $209497.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1465611 | PA      | $1385191.06   | 0.25%             | 2052-06-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P MID 400 EMINI                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         1 | NC      | $9452.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                  | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       200 | NS      | $67392.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                 | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       140 | NS      | $25208.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                      | TKO Group Holdings Inc                                                          | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $7278.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                           | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     31499 | NS      | $381017.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc               | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3270 | NS      | $599946.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3900 | NS      | $116844.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                    | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      7400 | NS      | $159166.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                    | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     38626 | NS      | $511896.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                     | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       855 | NS      | $77061.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                       | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        55 | NS      | $16384.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    535000 | PA      | $501308.19    | 0.09%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                    | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      4340 | NS      | $185196.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    925000 | PA      | $819446.02    | 0.15%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                        | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       490 | NS      | $21143.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1214168 | PA      | $1018219.85   | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                               | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       600 | NS      | $82512.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                            | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      4788 | NS      | $130740.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                    | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       480 | NS      | $35740.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       450 | NS      | $63841.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    685067 | PA      | $635780.03    | 0.12%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                              | Flowserve Corp                                                                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       800 | NS      | $41880.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    215000 | PA      | $218440.00    | 0.04%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                           | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       216 | NS      | $19226.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                       | CyberArk Software Ltd                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       100 | NS      | $40688.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1077278 | PA      | $1058064.53   | 0.19%             | 2049-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                       | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1290 | NS      | $145370.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Global Real Estate Fund                | PGIM Global Real Estate Fund                                                    | CUSIP: 744336876<br>LEI: RM1TNBCZCD8HWGSSZZ84 | Long             | EC               | RF                | US        |     17463 | NS      | $357111.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                        | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       290 | NS      | $12617.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                      | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       165 | NS      | $69375.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         8 | NC      | $1833.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                  | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       490 | NS      | $37112.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software               | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       140 | NS      | $33999.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                    | OCP SA                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $202250.00    | 0.04%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       330 | NS      | $26277.90     | 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        |       910 | NS      | $644052.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                  | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       730 | NS      | $53888.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevation CLO Ltd                           | Elevation CLO 2021-12 Ltd                                                       | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003808.70   | 0.18%             | 2037-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                         | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $85155.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                   | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     49813 | NS      | $258461.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24946.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                      | Boston Beer Co Inc/The                                                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       300 | NS      | $57243.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HKEX                                        | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |       400 | NS      | $21514.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    239500 | NS      | $230828.21    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CBRE Group Inc                              | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       300 | NS      | $42036.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VALLEY AUTHORITY                       | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    130000 | PA      | $126470.47    | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                          | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        65 | NS      | $48971.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      3200 | NS      | $596544.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     32840 | NS      | $950389.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PPM CLO 2 Ltd.                              | PPM CLO 2 Ltd                                                                   | CUSIP: 69377PAU8<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001692.10   | 0.18%             | 2037-04-16      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                           | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1910 | NS      | $56154.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int              | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        40 | NS      | $6069.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                    | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      1900 | NS      | $360791.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/F              | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $611480.22    | 0.11%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      5349 | NS      | $211495.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                             | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3540 | NS      | $104076.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                            | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       770 | NS      | $90860.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                   | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       670 | NS      | $28146.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                              | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3470 | NS      | $557212.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                            | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       140 | NS      | $16983.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                  | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       430 | NS      | $56906.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCLI BIDCO LLC                              | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30380.49     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                            | BOF VII AL Funding Trust I                                                      | CUSIP: 097093AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75267 | PA      | $76482.84     | 0.01%             | 2032-07-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                     | BXP Inc                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       150 | NS      | $10120.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                         | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       240 | NS      | $38328.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc               | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       200 | NS      | $15886.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co Ltd                                 | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $34996.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                 | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      1750 | NS      | $46351.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                            | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      9453 | NS      | $223415.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                 | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       700 | NS      | $77147.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                     | AGC Inc                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       700 | NS      | $20534.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                     | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1000 | NS      | $41870.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                           | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |       685 | NS      | $9762.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      4420 | NS      | $464630.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348644.36    | 0.06%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| APA Corp                                    | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       310 | NS      | $5669.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                  | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1250 | NS      | $336800.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Bank Ltd                            | Rakuten Bank Ltd                                                                | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |       300 | NS      | $13752.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                       | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       250 | NS      | $18955.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                   | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2170 | NS      | $30249.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                           | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      6640 | NS      | $200860.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedrich Vorwerk Group SE                  | Friedrich Vorwerk Group SE                                                      | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |       210 | NS      | $14510.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                  | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       210 | NS      | $13515.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                             | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $37573.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                    | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       240 | NS      | $19392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2025-NQM8 Trust                                                             | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |    294888 | PA      | $295891.91    | 0.05%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                              | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1475 | NS      | $780496.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2022-6                                   | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292808 | PA      | $292932.77    | 0.05%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                      | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      2520 | NS      | $549284.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                               | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       800 | NS      | $44264.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                    | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       305 | NS      | $273200.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                    | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       730 | NS      | $24739.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                       | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    345000 | PA      | $355056.30    | 0.06%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                      | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       110 | NS      | $62352.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                     | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       250 | NS      | $10207.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QPRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448049 | PA      | $419279.93    | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                               | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       260 | NS      | $9484.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                 | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $284040.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                     | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       350 | NS      | $35122.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nagoya Ltd/The                      | Bank of Nagoya Ltd/The                                                          | CUSIP: 000000000<br>LEI: 353800P9H4582TP8FA91 | Long             | EC               | CORP              | JP        |       200 | NS      | $10973.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                    | Ambea AB                                                                        | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      3100 | NS      | $36977.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                            | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       283 | NS      | $14784.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                    | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       190 | NS      | $10647.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp              | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     15200 | NS      | $79891.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      4332 | NS      | $83339.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-865140.54   | -0.16%            | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                   | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        45 | NS      | $23053.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                        | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       190 | NS      | $33075.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Fleet Lease Funding LLC              | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    250102 | PA      | $251738.12    | 0.05%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                               | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       793 | NS      | $56136.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7365.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide C              | Marriott Vacations Worldwide Corp                                               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       700 | NS      | $50617.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                               | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      4100 | NS      | $82648.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                         | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       640 | NS      | $31475.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                        | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        51 | NS      | $18527.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     35662 | NS      | $79125.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                             | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $204078.00    | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137H96B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    710728 | PA      | $568982.97    | 0.10%             | 2055-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449738 | PA      | $375094.80    | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                        | Bank 2019-BNK19                                                                 | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $849709.17    | 0.16%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co                        | Tsubakimoto Chain Co                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $14941.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                         | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      1450 | NS      | $113946.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                  | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2120 | NS      | $481897.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                   | Caesars Entertainment Inc                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       180 | NS      | $5110.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                      | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2357 | NS      | $276889.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                              | William Carter Co/The                                                           | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198758.74    | 0.04%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc                              | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1615 | NS      | $851573.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                          | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |       300 | NS      | $35100.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                               | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2600 | NS      | $256750.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1934819 | PA      | $1935181.85   | 0.35%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                        | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       320 | NS      | $33344.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                   | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      1300 | NS      | $154390.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | TRS TRSBENCH23 INDEX                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9733.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49829.20     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1300 | NS      | $26585.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2025-CES3                                                   | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-MBS          | CORP              | US        |    479759 | PA      | $482639.71    | 0.09%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1310 | NS      | $115031.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383YAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    571019 | PA      | $10758.68     | 0.00%             | 2052-08-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192129 | PA      | $182250.86    | 0.03%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                         | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       450 | NS      | $25741.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203412 | PA      | $204403.08    | 0.04%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                       | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1218 | NS      | $1205746.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                   | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      4292 | NS      | $246597.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                      | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       520 | NS      | $24351.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES OPER LP                     | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    585000 | PA      | $547221.26    | 0.10%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                            | BOF VII AL Funding Trust I                                                      | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150532 | PA      | $153022.40    | 0.03%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-8022.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                             | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     14100 | NS      | $366604.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5620 | NS      | $342967.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                         | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       238 | NS      | $17261.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2021-BNK38                                                                 | CUSIP: 06540EAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1284879.30   | 0.24%             | 2064-12-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                     | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $399223.22    | 0.07%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                  | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     11100 | NS      | $84388.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc              | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1030 | NS      | $106872.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                           | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       290 | NS      | $30838.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5160 | NS      | $469044.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                      | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       390 | NS      | $35509.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA/France                           | Covivio SA/France                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      1196 | NS      | $75831.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                   | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       150 | NS      | $22338.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                    | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1590 | NS      | $187635.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133B3WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    842662 | PA      | $737791.17    | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                      | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $193900.00    | 0.04%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                             | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      6000 | NS      | $266280.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                       | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       590 | NS      | $19139.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                            | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      2254 | NS      | $735750.43    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                  | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       288 | NS      | $59808.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173512.31    | 0.03%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     25000 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      4827 | NS      | $273170.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                | FactSet Research Systems Inc                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        35 | NS      | $15654.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       210 | NS      | $27165.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                               | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2710 | NS      | $358966.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                 | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       280 | NS      | $7725.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2700 | NS      | $590328.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                             | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       210 | NS      | $6486.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                          | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       730 | NS      | $18527.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207151.29    | 0.04%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                        | Juniper Networks Inc                                                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       270 | NS      | $10781.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                     | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      2190 | NS      | $199815.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                        | Kyndryl Holdings Inc                                                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      1200 | NS      | $50352.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2160 | NS      | $232005.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                 | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      2499 | NS      | $166281.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                             | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       290 | NS      | $16222.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shamrock Residential                        | Shamrock Residential                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     78451 | PA      | $92394.79     | 0.02%             | 2071-06-24      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                              | CUSIP: 3133Q3G96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303232 | PA      | $248179.74    | 0.05%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note              | Toyota Auto Loan Extended Note Trust 2025-1                                     | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202669.10    | 0.04%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                             | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      8098 | NS      | $120155.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                       | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      4500 | NS      | $346545.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1370 | NS      | $430426.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                         | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1500 | NS      | $148530.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2022-A                                            | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154018 | PA      | $153891.01    | 0.03%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                              | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1770 | NS      | $186664.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      6270 | NS      | $546555.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838824 | PA      | $631796.55    | 0.12%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                             | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23836.47     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                  | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       541 | NS      | $219555.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                           | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       200 | NS      | $14388.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67179 | PA      | $66337.48     | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                           | Erie Indemnity Co                                                               | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        30 | NS      | $10403.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117835 | PA      | $113162.03    | 0.02%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Daito Trust Cons                            | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      1400 | NS      | $152485.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $125709.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-3031.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMRIZE LTD                                  | AMRIZE LTD                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1362 | NS      | $67941.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $215167.97    | 0.04%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                          | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3490 | NS      | $830689.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                  | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       720 | NS      | $176025.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       130 | NS      | $9441.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                      | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $74368.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer