# EDGAR Filing Document

**Accession Number:** 0001095726
**File Stem:** 0001752724-23-072764
**Filing Date:** 2023-3
**Character Count:** 213160
**Document Hash:** f3297a5537f12505e82168934624cd18
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-072764.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-072764

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust IV
- **CENTRAL INDEX KEY:** 0001095726
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09945
- **FILM NUMBER:** 23775420

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

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

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

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

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

## Series and Classes Contracts Data

### Natixis Sustainable Future 2020 Fund (Series ID: S000056585)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000179032 | Class N      | NSFDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

  - **Telephone number:** 617-449-2810

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

- **a. Name of Series:** Natixis Sustainable Future 2020 Fund

- **b. EDGAR series identifier (if any):** S000056585

- **c. LEI of Series:** 549300T14JBQ85NGL021

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6775494.58

**Total Liabilities:** $2599961.69

**Net Assets:** $4175532.89

**Cash Not Reported:** $1188.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179032 | 5.59%                | -2.74%               | 5.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-198.64                 | $215958.06                                 |
| Month 2  | $-17010.74               | $-124739.38                                |
| Month 3  | $-2619.52                | $231491.43                                 |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                               | Honeywell International Inc                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        19 | NS      | $3961.12      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 3140QBPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5379 | PA      | $5113.06      | 0.12%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                               | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7833.23      | 0.19%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                              | Entergy Corp                                          | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8086.88      | 0.19%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $8814.26      | 0.21%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                      | CUSIP: 3132AEKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       897 | PA      | $823.85       | 0.02%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         6 | NS      | $795.54       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                  | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7517.48      | 0.18%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       109 | NS      | $18308.73     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         5 | NS      | $2113.35      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                         | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $1767.78      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                  | Fortune Brands Innovations Inc                        | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3627.88      | 0.09%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         7 | NS      | $1503.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                             | BlackRock Inc                                         | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |         2 | NS      | $1518.42      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         2 | NS      | $632.36       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       477 | NS      | $7069.14      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        14 | NS      | $2593.22      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         9 | NS      | $2511.45      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                              | HB Fuller Co                                          | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |        24 | NS      | $1658.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |        27 | NS      | $1718.55      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                                 | New Jersey Resources Corp                             | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |        55 | NS      | $2745.60      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        31 | NS      | $2912.76      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       241 | NS      | $9476.12      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                 | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     11000 | PA      | $13211.27     | 0.32%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                           | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        52 | NS      | $11772.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                   | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8805.60      | 0.21%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                       | Meritage Homes Corp                                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        19 | NS      | $2046.11      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies Inc                             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         2 | NS      | $848.52       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                         | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |         4 | NS      | $300.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        60 | NS      | $6489.00      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9203 | PA      | $7741.98      | 0.19%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                     | Quest Diagnostics Inc                                 | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4458.87      | 0.11%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         6 | NS      | $1006.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                  | MSCI Inc                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        12 | NS      | $6378.72      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LOOMIS SAYLES LIMITED TERM GOV LOOMIS SAY LTD GOVT + AG N | Loomis Sayles Limited Term Government and Agency Fund | CUSIP: 543488746<br>LEI: 5HBZDB7NR78KJHZJWI31 | Long             | EC               | RF                | US        |     38543 | NS      | $415496.55    | 9.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $1646.38      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         4 | NS      | $720.36       | 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        |         7 | NS      | $1095.43      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         2 | NS      | $646.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                    | Liberty Broadband Corp                                | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        42 | NS      | $3770.76      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        46 | NS      | $3010.24      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                    | Jones Lang LaSalle Inc                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        12 | NS      | $2218.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         5 | NS      | $1020.95      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                               | Toro Co/The                                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        25 | NS      | $2788.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                               | Trex Co Inc                                           | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $896.24       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        36 | NS      | $5883.12      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                  | Highwoods Properties Inc                              | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       107 | NS      | $3249.59      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                   | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $4701.81      | 0.11%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        14 | NS      | $3743.60      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                             | International Bancshares Corp                         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |        56 | NS      | $2624.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418DML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1215 | PA      | $1181.16      | 0.03%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                  | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10016.30     | 0.24%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         7 | NS      | $3494.33      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                            | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6822.86      | 0.16%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                                             | Synaptics Inc                                         | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |        15 | NS      | $1875.45      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                   | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      8000 | PA      | $7810.14      | 0.19%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         8 | NS      | $1077.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                             | Repligen Corp                                         | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        10 | NS      | $1853.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         6 | NS      | $840.18       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust iShares ESG MSCI                            | iShares Trust iShares ESG Aware MSCI EAFE ETF         | CUSIP: 46435G516<br>LEI: 549300IT2A3OM8F0BB22 | Long             | EC               | RF                | US        |      2486 | NS      | $178370.50    | 4.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        11 | NS      | $877.47       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       214 | NS      | $10030.18     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                  | Yelp Inc                                              | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |        52 | NS      | $1638.52      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |         5 | NS      | $484.85       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                              | NiSource Inc                                          | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8202.38      | 0.20%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                         | ManpowerGroup Inc                                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |        13 | NS      | $1133.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTL FINANCE BV                                       | LYB International Finance BV                          | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |      2000 | PA      | $1869.46      | 0.04%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        20 | NS      | $2901.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        19 | NS      | $1488.84      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         8 | NS      | $789.52       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |         5 | NS      | $579.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                                  | MarketAxess Holdings Inc                              | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         2 | NS      | $727.70       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        42 | NS      | $6374.34      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                      | JetBlue Airways Corp                                  | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       134 | NS      | $1072.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                               | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3941.34      | 0.09%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                          | Schlumberger Ltd                                      | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        22 | NS      | $1253.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                | Terex Corp                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |        27 | NS      | $1376.19      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        11 | NS      | $1625.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                      | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      5000 | PA      | $4168.47      | 0.10%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |         7 | NS      | $407.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418DC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       377 | PA      | $379.17       | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         3 | NS      | $961.53       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        10 | NS      | $518.10       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                      | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $17217.97     | 0.41%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3671.45      | 0.09%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Mirova Global Green Bond Fund                             | Mirova Global Green Bond Fund                         | CUSIP: 63872R517<br>LEI: 549300J4K0FKIGYS0L15 | Long             | EC               | RF                | US        |     49627 | NS      | $410909.41    | 9.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         2 | NS      | $1140.66      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         5 | NS      | $2555.70      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                  | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      5000 | PA      | $4597.09      | 0.11%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                                | Sprouts Farmers Market Inc                            | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        41 | NS      | $1309.95      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       109 | NS      | $3371.37      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                      | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8714 | PA      | $7921.27      | 0.19%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                         | KKR Real Estate Finance Trust Inc                     | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |        79 | NS      | $1258.47      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        28 | NS      | $1869.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        99 | NS      | $5266.80      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       138 | NS      | $6831.00      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                  | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |         6 | NS      | $563.94       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        64 | NS      | $8464.00      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        22 | NS      | $2531.76      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        28 | NS      | $3565.24      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |         6 | NS      | $912.48       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                               | BioMarin Pharmaceutical Inc                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        15 | NS      | $1730.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        23 | NS      | $2222.95      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11468 | PA      | $10425.24     | 0.25%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        15 | NS      | $904.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                             | First American Financial Corp                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |        28 | NS      | $1732.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        38 | NS      | $1225.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                            | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5859.76      | 0.14%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       193 | NS      | $10078.46     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                        | Easterly Government Properties Inc                    | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |        92 | NS      | $1494.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                             | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |         9 | NS      | $2978.46      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                              | Walgreens Boots Alliance Inc                          | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        18 | NS      | $663.48       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |         9 | NS      | $2047.41      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        25 | NS      | $2149.75      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                          | Under Armour Inc                                      | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       145 | NS      | $1580.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                   | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6870.64      | 0.16%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                          | Cirrus Logic Inc                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        17 | NS      | $1536.63      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        20 | NS      | $3308.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                  | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7845.03      | 0.19%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                         | Lithia Motors Inc                                     | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |         5 | NS      | $1316.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                              | Select Medical Holdings Corp                          | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $1191.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                            | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4394.65      | 0.11%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                   | Essential Utilities Inc                               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6051.28      | 0.14%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                       | SVB Financial Group                                   | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |         2 | NS      | $604.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       194 | NS      | $7633.90      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                    | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |      2000 | PA      | $2063.28      | 0.05%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                 | Qorvo Inc                                             | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        10 | NS      | $1086.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                          | Under Armour Inc                                      | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       355 | NS      | $4398.45      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         4 | NS      | $1291.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                 | AGCO Corp                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        13 | NS      | $1795.69      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                   | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6778.27      | 0.16%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        21 | NS      | $885.99       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                     | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8861.05      | 0.21%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exponent Inc                                              | Exponent Inc                                          | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |        19 | NS      | $1948.26      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                     | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5282.64      | 0.13%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                         | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        31 | NS      | $2594.39      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                | Qualys Inc                                            | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        13 | NS      | $1499.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        62 | NS      | $3062.18      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                            | Advanced Energy Industries Inc                        | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |        24 | NS      | $2225.76      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        28 | NS      | $2104.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        95 | NS      | $1441.15      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         7 | NS      | $1197.14      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        16 | NS      | $2835.36      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        12 | NS      | $2119.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        12 | NS      | $2199.96      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                    | Energizer Holdings Inc                                | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |        58 | NS      | $2151.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       195 | NS      | $2753.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        87 | NS      | $7089.63      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |         8 | NS      | $609.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       161 | NS      | $15913.24     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |         3 | NS      | $831.24       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies Inc                                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |        55 | NS      | $288.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        15 | NS      | $1504.05      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                            | Trustmark Corp                                        | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |        93 | NS      | $2708.16      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PORTFOLIO LP                                        | Essex Portfolio LP                                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |      5000 | PA      | $4367.24      | 0.10%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        12 | NS      | $1551.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |        55 | NS      | $2593.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                               | Asbury Automotive Group Inc                           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |         5 | NS      | $1100.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        79 | NS      | $18186.59     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        39 | NS      | $629.07       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                      | Range Resources Corp                                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        48 | NS      | $1200.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                    | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8044.04      | 0.19%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        15 | NS      | $2482.35      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                 | Alibaba Group Holding Ltd                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        47 | NS      | $5179.40      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                 | Halozyme Therapeutics Inc                             | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |        36 | NS      | $1863.72      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                             | Owens Corning                                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7585.16      | 0.18%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         2 | NS      | $999.98       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $888.72       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                         | GXO Logistics Inc                                     | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |        33 | NS      | $1726.89      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                        | J M Smucker Co/The                                    | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         7 | NS      | $1069.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                | Iridium Communications Inc                            | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |        32 | NS      | $1914.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        10 | NS      | $988.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       108 | NS      | $9235.08      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                    | Boot Barn Holdings Inc                                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |        17 | NS      | $1419.33      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                        | Frontier Communications Parent Inc                    | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $1895.04      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         4 | NS      | $1163.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                 | Block Inc                                             | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        60 | NS      | $4903.20      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        66 | NS      | $7040.88      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        44 | NS      | $6264.72      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                   | First Financial Bancorp                               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |        96 | NS      | $2431.68      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WCM Focused Emerging Markets Fund                         | WCM Focused Emerging Markets Fund                     | CUSIP: 46141P834<br>LEI: 5493004PSCRWO0N8YL71 | Long             | EC               | RF                | US        |      4639 | NS      | $64905.26     | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                             | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8684.81      | 0.21%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                         | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3400.36      | 0.08%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       100 | NS      | $9133.00      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         6 | NS      | $2779.56      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                          | BJ's Wholesale Club Holdings Inc                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        24 | NS      | $1739.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3449 | PA      | $3046.85      | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                           | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2798.01      | 0.07%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         5 | NS      | $1315.85      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                   | Darling Ingredients Inc                               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        25 | NS      | $1657.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                                | Sunrun Inc                                            | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |        35 | NS      | $919.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                      | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8116.30      | 0.19%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                          | Ryder System Inc                                      | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        12 | NS      | $1132.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                            | ChampionX Corp                                        | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |        54 | NS      | $1783.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                      | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32000 | PA      | $29000.00     | 0.69%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         7 | NS      | $1746.78      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        74 | NS      | $13425.82     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                   | NOV Inc                                               | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |        65 | NS      | $1588.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                               | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |       114 | NS      | $1808.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies Inc                                | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         3 | NS      | $968.31       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         9 | NS      | $2212.29      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       122 | NS      | $30232.82     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        53 | NS      | $3441.82      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                            | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2671.29      | 0.06%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                           | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      5000 | PA      | $3950.08      | 0.09%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3779 | PA      | $3544.49      | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                  | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         2 | NS      | $539.46       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                          | Paramount Global                                      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |        34 | NS      | $787.44       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         7 | NS      | $1765.54      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                             | Ingredion Inc                                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        16 | NS      | $1644.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |         3 | NS      | $670.17       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                              | Penumbra Inc                                          | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |         6 | NS      | $1502.46      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                        | Regal Rexnord Corp                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        13 | NS      | $1809.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                             | Service Corp International/US                         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        30 | NS      | $2224.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                     | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        33 | NS      | $5628.15      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise Inc                                   | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        10 | NS      | $1954.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        83 | NS      | $8926.65      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         5 | NS      | $1410.15      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                                | Kellogg Co                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        27 | NS      | $1851.66      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |         4 | NS      | $1015.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9783 | PA      | $9447.54      | 0.23%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                      | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8880.64      | 0.21%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |         9 | NS      | $476.37       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                          | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    120131 | PA      | $120131.33    | 2.88%             |  |  |  | No            |                  2 | On Loan: No      |
| American States Water Co                                  | American States Water Co                              | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |        20 | NS      | $1883.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        50 | NS      | $4363.50      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                              | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        33 | NS      | $8388.27      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                            | Starbucks Corp                                        | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7767.68      | 0.19%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       105 | NS      | $20513.85     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |         4 | NS      | $354.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $2436.28      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        13 | NS      | $1754.22      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        22 | NS      | $8147.48      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        36 | NS      | $690.84       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                   | Brandywine Realty Trust                               | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |       203 | NS      | $1331.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                         | STAAR Surgical Co                                     | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |        12 | NS      | $846.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        40 | NS      | $4529.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |         5 | NS      | $773.65       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                      | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22000 | PA      | $19369.45     | 0.46%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                      | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        37 | NS      | $5134.86      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1419 | PA      | $1354.02      | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                                  | Saia Inc                                              | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |         6 | NS      | $1636.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                               | Hubbell Inc                                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        11 | NS      | $2518.01      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                      | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7778.03      | 0.19%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       216 | NS      | $21571.92     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                                | Cigna Corp                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         7 | NS      | $2216.69      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                 | American Assets Trust Inc                             | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |        99 | NS      | $2817.54      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                                  | Ceridian HCM Holding Inc                              | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |         7 | NS      | $505.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                         | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6959.07      | 0.17%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CRISPR Therapeutics AG                                    | CRISPR Therapeutics AG                                | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |        58 | NS      | $2959.16      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        27 | NS      | $2381.94      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |         6 | NS      | $888.66       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours Inc                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |         8 | NS      | $591.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                                | Brixmor Property Group Inc                            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |       167 | NS      | $3929.51      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        32 | NS      | $6854.40      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       182 | NS      | $19745.18     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                              | Doximity Inc                                          | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       189 | NS      | $6666.03      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3904 | PA      | $3298.94      | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                               | Target Corp                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |         9 | NS      | $1549.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods Inc                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        16 | NS      | $2092.16      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         5 | NS      | $1690.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |         9 | NS      | $1574.19      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        25 | NS      | $3596.75      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                                    | Universal Display Corp                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $1325.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        35 | NS      | $2146.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                         | Corporate Office Properties Trust                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       108 | NS      | $3031.56      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1002 | PA      | $1006.91      | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp                         | Marriott Vacations Worldwide Corp                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |        18 | NS      | $2880.72      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        35 | NS      | $3825.85      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        24 | NS      | $2784.24      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        11 | NS      | $380.71       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHRISTUS HEALTH                                           | CHRISTUS Health                                       | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3921.68      | 0.09%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                                  | Etsy Inc                                              | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        14 | NS      | $1926.12      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18032 | PA      | $15200.74     | 0.36%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                   | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6959.94      | 0.17%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts Inc                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |        30 | NS      | $565.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        23 | NS      | $2774.72      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis Sayles Inflation Protected Securities Fund         | Loomis Sayles Inflation Protected Securities Fund     | CUSIP: 543495659<br>LEI: J0W1E79QBQJ3ZGHL1O40 | Long             | EC               | RF                | US        |     49481 | NS      | $487878.53    | 11.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                             | Selective Insurance Group Inc                         | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        26 | NS      | $2470.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                      | Alaska Air Group Inc                                  | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        45 | NS      | $2310.30      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co Inc/MD                                 | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        23 | NS      | $1727.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                  | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7630.84      | 0.18%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                   | Activision Blizzard Inc                               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |        35 | NS      | $2679.95      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        23 | NS      | $2192.13      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $7976.56      | 0.19%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4992 | PA      | $4583.02      | 0.11%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                                        | Douglas Emmett Inc                                    | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |        69 | NS      | $1155.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA Corp                                           | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4544.57      | 0.11%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials Inc                         | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         6 | NS      | $2157.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                | Biogen Inc                                            | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2543.49      | 0.06%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                      | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         9 | NS      | $2257.74      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                    | First Republic Bank/CA                                | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        10 | NS      | $1408.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                            | Perrigo Co PLC                                        | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |        26 | NS      | $972.92       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        24 | NS      | $1964.64      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        13 | NS      | $1106.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                 | GATX Corp                                             | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |        11 | NS      | $1258.95      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       146 | NS      | $15195.68     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                        | Globus Medical Inc                                    | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        16 | NS      | $1208.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                 | Janus Henderson Group PLC                             | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |        44 | NS      | $1140.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         6 | NS      | $1347.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                      | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       107 | NS      | $4189.05      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        59 | NS      | $20877.74     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         5 | NS      | $914.15       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                      | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       968 | PA      | $934.49       | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                             | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3354.62      | 0.08%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        16 | NS      | $3931.04      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                      | Waste Management Inc                                  | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1578.10      | 0.04%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |         5 | NS      | $774.15       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         4 | NS      | $1482.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       195 | NS      | $3972.15      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                            | MSA Safety Inc                                        | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |        12 | NS      | $1636.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         4 | NS      | $2340.04      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         4 | NS      | $1009.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       269 | NS      | $9544.12      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        38 | NS      | $1721.78      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        79 | NS      | $13684.38     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        29 | NS      | $1444.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                          | Campbell Soup Co                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        23 | NS      | $1194.39      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        12 | NS      | $3890.04      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                        | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3897.93      | 0.09%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                           | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4814.21      | 0.12%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |        75 | NS      | $2119.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                 | Crocs Inc                                             | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        10 | NS      | $1217.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                              | Innospec Inc                                          | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |        17 | NS      | $1921.34      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |        11 | NS      | $1355.31      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16603 | PA      | $15147.23     | 0.36%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                 | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4802.59      | 0.12%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                                | Grand Canyon Education Inc                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        16 | NS      | $1864.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                                    | Yum China Holdings Inc                                | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |        96 | NS      | $5914.56      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                      | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7892.19      | 0.19%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                    | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        37 | NS      | $1376.03      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Innovations Inc                        | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        68 | NS      | $4386.68      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                                | Mattel Inc                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |        95 | NS      | $1943.70      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       140 | NS      | $6619.20      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                       | Emerson Electric Co                                   | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4398.91      | 0.11%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                     | East West Bancorp Inc                                 | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $2983.76      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2573 | PA      | $2260.31      | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        22 | NS      | $2432.10      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                     | Lumentum Holdings Inc                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        16 | NS      | $962.88       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         5 | NS      | $969.30       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        18 | NS      | $661.14       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                  | AAR Corp                                              | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |        46 | NS      | $2366.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                           | Masterbrand Inc                                       | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       107 | NS      | $984.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                  | Intercontinental Exchange Inc                         | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5773.76      | 0.14%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                               | Cognex Corp                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |        31 | NS      | $1696.94      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                    | Paylocity Holding Corp                                | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        10 | NS      | $2082.90      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                            | Littelfuse Inc                                        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         6 | NS      | $1540.14      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                               | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6473.36      | 0.16%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                      | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13360 | PA      | $12145.82     | 0.29%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                                     | Antero Midstream Corp                                 | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       131 | NS      | $1427.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        24 | NS      | $7824.00      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies Inc                        | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |         4 | NS      | $278.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        51 | NS      | $1576.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                              | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2308.00      | 0.06%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM Inc                                          | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7246.84      | 0.17%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                     | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3765.82      | 0.09%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       110 | NS      | $2013.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |        22 | NS      | $1187.78      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                      | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12891 | PA      | $11299.91     | 0.27%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        25 | NS      | $9145.25      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        29 | NS      | $1508.58      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                             | Cable One Inc                                         | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |         1 | NS      | $789.88       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                    | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      8000 | PA      | $8602.71      | 0.21%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                   | Essential Utilities Inc                               | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        42 | NS      | $1962.66      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                                | Macy's Inc                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |        60 | NS      | $1417.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                              | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3487.76      | 0.08%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities Inc                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |         7 | NS      | $1242.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems Inc                          | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        14 | NS      | $5921.16      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         3 | NS      | $709.77       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                                         | YETI Holdings Inc                                     | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |        29 | NS      | $1298.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                          | HF Sinclair Corp                                      | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $1763.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        26 | NS      | $1064.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        14 | NS      | $1126.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                  | APA Corp                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       155 | NS      | $6871.15      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         7 | NS      | $2959.88      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        16 | NS      | $2743.52      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9825 | PA      | $8288.20      | 0.20%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        83 | NS      | $6425.86      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                    | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      3000 | PA      | $2854.83      | 0.07%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         3 | NS      | $708.12       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        39 | NS      | $3210.87      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                 | Taylor Morrison Home Corp                             | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |        67 | NS      | $2398.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        10 | NS      | $1476.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       153 | NS      | $22792.41     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |        47 | NS      | $2075.52      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         3 | NS      | $654.15       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |         4 | NS      | $472.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                             | BlackRock Inc                                         | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7030.48      | 0.17%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ITT Inc                                                   | ITT Inc                                               | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        28 | NS      | $2564.52      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                     | Shockwave Medical Inc                                 | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |         5 | NS      | $939.65       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals PLC                              | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        13 | NS      | $2036.58      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                 | Avnet Inc                                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |        55 | NS      | $2523.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                               | Chemed Corp                                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         4 | NS      | $2020.56      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       144 | NS      | $5986.08      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                  | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3872.80      | 0.09%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                               | ONE Gas Inc                                           | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |        21 | NS      | $1729.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       263 | NS      | $23264.98     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        21 | NS      | $2096.85      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        10 | NS      | $767.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                              | KKR & Co Inc                                          | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       207 | NS      | $11552.67     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                        | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      8000 | PA      | $9325.75      | 0.22%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                               | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4765.45      | 0.11%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        99 | NS      | $21087.00     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                           | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9089.25      | 0.22%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        59 | NS      | $12694.44     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        23 | NS      | $529.23       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                   | WEX Inc                                               | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |         8 | NS      | $1479.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         7 | NS      | $899.29       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                      | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8621 | PA      | $8092.40      | 0.19%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        12 | NS      | $1821.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                       | TE Connectivity Ltd                                   | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |        44 | NS      | $5594.60      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                  | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      8000 | PA      | $7658.63      | 0.18%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                        | Kilroy Realty Corp                                    | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |        30 | NS      | $1231.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                       | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6797.03      | 0.16%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        18 | NS      | $819.54       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                      | Cleveland-Cliffs Inc                                  | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |        52 | NS      | $1110.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                                     | LeMaitre Vascular Inc                                 | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |        30 | NS      | $1415.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                      | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20662 | PA      | $18107.75     | 0.43%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         4 | NS      | $1707.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                       | VICI Properties Inc                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |        32 | NS      | $1093.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                              | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8415.67      | 0.20%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                                       | Travel + Leisure Co                                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |        45 | NS      | $1906.65      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        96 | NS      | $10477.44     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                           | Concentrix Corp                                       | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $1559.91      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        23 | NS      | $2075.06      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services Inc                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         5 | NS      | $945.25       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        27 | NS      | $1169.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |         6 | NS      | $770.76       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        39 | NS      | $5089.89      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                  | Kaiser Foundation Hospitals                           | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4785.45      | 0.11%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17578 | PA      | $15470.96     | 0.37%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                             | Wolfspeed Inc                                         | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        19 | NS      | $1463.19      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                                  | Acadia Healthcare Co Inc                              | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |        25 | NS      | $2100.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $6940.58      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                      | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14000 | PA      | $12376.33     | 0.30%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                       | Laboratory Corp of America Holdings                   | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |         3 | NS      | $756.36       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       138 | NS      | $6978.66      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        16 | NS      | $1557.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                        | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4461.14      | 0.11%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Fulton Financial Corp                                     | Fulton Financial Corp                                 | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |       209 | NS      | $3496.57      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                  | Moog Inc                                              | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        15 | NS      | $1429.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                              | Pioneer Natural Resources Co                          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |         3 | NS      | $691.05       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         4 | NS      | $1009.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WCM Focused International Growth Fund                     | WCM Focused International Growth Fund                 | CUSIP: 461418444<br>LEI: 549300UG6YELRC2USD98 | Long             | EC               | RF                | US        |      8375 | NS      | $179640.21    | 4.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                     | Tenet Healthcare Corp                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        23 | NS      | $1261.55      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                               | IDACORP Inc                                           | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        16 | NS      | $1692.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                       | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1966.14      | 0.05%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        61 | NS      | $8125.81      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        93 | NS      | $4582.11      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                            | Virtus Investment Partners Inc                        | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |         8 | NS      | $1719.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        17 | NS      | $1885.81      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                           | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7818.00      | 0.19%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7000 | PA      | $6145.65      | 0.15%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       287 | NS      | $9324.63      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                   | Fidelity National Financial Inc                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1761.29      | 0.04%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        57 | NS      | $3001.05      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                        | Sonoco Products Co                                    | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |        40 | NS      | $2444.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        26 | NS      | $6631.82      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                            | Five Below Inc                                        | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        12 | NS      | $2365.56      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                  | Silicon Laboratories Inc                              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        12 | NS      | $1882.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2788.77      | 0.07%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |        68 | NS      | $1863.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The                 | Hartford Financial Services Group Inc/The             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        20 | NS      | $1552.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        11 | NS      | $1415.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        27 | NS      | $635.58       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                     | Antero Resources Corp                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        34 | NS      | $980.56       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         1 | NS      | $511.70       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                  | PVH Corp                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        21 | NS      | $1887.90      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                            | National Retail Properties Inc                        | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |        56 | NS      | $2651.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         7 | NS      | $1255.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        13 | NS      | $580.19       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                             | Pinterest Inc                                         | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       232 | NS      | $6099.28      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                      | Commercial Metals Co                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |        28 | NS      | $1519.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        18 | NS      | $1224.54      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co Inc                                | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        35 | NS      | $2830.10      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         4 | NS      | $1415.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirova International Sustainable Equity Fund              | Mirova International Sustainable Equity Fund          | CUSIP: 63872R350<br>LEI: 549300NMPBIMD7PQDN52 | Long             | EC               | RF                | US        |     15634 | NS      | $180107.63    | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        91 | NS      | $13130.39     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                 | Minerals Technologies Inc                             | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |        20 | NS      | $1389.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                          | Haemonetics Corp                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        15 | NS      | $1269.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                                 | ANSYS Inc                                             | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         9 | NS      | $2397.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                  | Lennox International Inc                              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         7 | NS      | $1824.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        13 | NS      | $9860.11      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         7 | NS      | $860.16       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource Inc                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        24 | NS      | $1912.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                              | Teleflex Inc                                          | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |         1 | NS      | $243.42       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                 | Lear Corp                                             | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2820.32      | 0.07%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 3140KDF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1593 | PA      | $1460.47      | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         4 | NS      | $903.24       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                                    | Southwestern Energy Co                                | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |       183 | NS      | $1010.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                                     | New York Times Co/The                                 | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |        30 | NS      | $1045.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        16 | NS      | $1679.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1459.80      | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alcoa Corp                                                | Alcoa Corp                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        30 | NS      | $1567.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                               | Truist Bank                                           | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7868.88      | 0.19%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                      | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7000 | PA      | $5622.15      | 0.13%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                    | Oaktree Specialty Lending Corp                        | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4442.31      | 0.11%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                                    | Boston Beer Co Inc/The                                | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        11 | NS      | $4274.71      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                               | Equifax Inc                                           | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        25 | NS      | $5555.00      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                              | Visteon Corp                                          | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |        12 | NS      | $1876.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                          | Interpublic Group of Cos Inc/The                      | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        72 | NS      | $2625.12      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                               | Livent Corp                                           | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |        31 | NS      | $803.52       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc                                       | Mobileye Global Inc                                   | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $656.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        15 | NS      | $2866.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         9 | NS      | $3458.79      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         5 | NS      | $2137.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                            | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7094.16      | 0.17%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                    | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        25 | NS      | $1013.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                                     | Encompass Health Corp                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        15 | NS      | $936.75       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |        18 | NS      | $619.74       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                      | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11000 | PA      | $9687.73      | 0.23%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                               | TJX Cos Inc/The                                       | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7757.28      | 0.19%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        39 | NS      | $1524.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                        | CNX Resources Corp                                    | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |        94 | NS      | $1572.62      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10558 | PA      | $9902.99      | 0.24%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                 | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7204.30      | 0.17%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         6 | NS      | $14604.60     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |         5 | NS      | $582.35       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                       | Thor Industries Inc                                   | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |        12 | NS      | $1143.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                           | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        70 | NS      | $6343.40      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |         7 | NS      | $791.63       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                      | Chart Industries Inc                                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |         5 | NS      | $669.90       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        33 | NS      | $1164.24      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        28 | NS      | $3007.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         1 | NS      | $738.13       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos Inc/The                                    | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         2 | NS      | $697.86       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        14 | NS      | $1043.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                | Lattice Semiconductor Corp                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |        30 | NS      | $2273.70      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         7 | NS      | $2624.58      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7765.02      | 0.19%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                              | Oshkosh Corp                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        24 | NS      | $2418.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         5 | NS      | $1720.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                   | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        33 | NS      | $3719.76      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein Inc                                      | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        14 | NS      | $1206.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        48 | NS      | $6718.08      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       375 | NS      | $38673.75     | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        22 | NS      | $641.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        10 | NS      | $1163.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                               | FNB Corp/PA                                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |       300 | NS      | $4281.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                  | Dana Inc                                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |        90 | NS      | $1632.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                           | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      6000 | PA      | $5247.17      | 0.13%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         3 | NS      | $1997.85      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |        46 | NS      | $3142.72      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                              | Reliance Steel & Aluminum Co                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         9 | NS      | $2047.05      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        19 | NS      | $1301.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                        | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6786.70      | 0.16%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                          | Spirit Realty LP                                      | CUSIP: 84861TAJ7<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |      3000 | PA      | $2324.39      | 0.06%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stepan Co                                                 | Stepan Co                                             | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |        13 | NS      | $1427.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        16 | NS      | $731.04       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        28 | NS      | $2034.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        50 | NS      | $1922.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                            | SpartanNash Co                                        | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |        43 | NS      | $1362.24      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                       | American Express Co                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        46 | NS      | $8046.78      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                             | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      4000 | PA      | $3840.40      | 0.09%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                           | Hanover Insurance Group Inc/The                       | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        17 | NS      | $2287.86      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                                      | Aspen Technology Inc                                  | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |         5 | NS      | $993.75       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        80 | NS      | $9520.00      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group Inc                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        56 | NS      | $3540.32      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                           | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6724.40      | 0.16%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                        | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        19 | NS      | $3081.99      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        18 | NS      | $1510.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                        | SEI Investments Co                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        89 | NS      | $5556.27      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                       | CUSIP: 31418DP55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2983 | PA      | $2863.79      | 0.07%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPS Commerce Inc                                          | SPS Commerce Inc                                      | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        11 | NS      | $1496.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        45 | NS      | $5484.15      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                  | Piedmont Operating Partnership LP                     | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |      9000 | PA      | $7072.99      | 0.17%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                      | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8876 | PA      | $8325.00      | 0.20%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer