# EDGAR Filing Document

**Accession Number:** 0001095726
**File Stem:** 0001752724-23-072763
**Filing Date:** 2023-3
**Character Count:** 196704
**Document Hash:** bb838434837c00f681103a3cf2ddda33
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-072763.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-072763

**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:** 23775422

**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 2060 Fund (Series ID: S000056584)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000179030 | Class N      | NSFMX           |

## 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 2060 Fund

- **b. EDGAR series identifier (if any):** S000056584

- **c. LEI of Series:** 549300SDRHDBQFUTEU93

**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:** $14012320.83

**Total Liabilities:** $6235664.03

**Net Assets:** $7776656.80

**Cash Not Reported:** $6486.35

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179030 | 8.42%                | -4.16%               | 9.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9383.65                 | $514608.30                                 |
| Month 2  | $23931.25                | $-355778.42                                |
| Month 3  | $4164.53                 | $632365.36                                 |

### 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        |        68 | NS      | $14176.64     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                      | KeyCorp                                       | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2611.08      | 0.03%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                 | Entergy Corp                                  | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2695.63      | 0.03%             | 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        |      4000 | PA      | $2350.47      | 0.03%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                 | Assurant Inc                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        21 | NS      | $2784.39      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC Financial Services Group Inc/The          | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1879.37      | 0.02%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                               | Salesforce Inc                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       362 | NS      | $60805.14     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                   | Intuit Inc                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        18 | NS      | $7608.06      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                | Dynatrace Inc                                 | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $6225.66      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                     | Fortune Brands Innovations Inc                | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1813.94      | 0.02%             | 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        |        25 | NS      | $5370.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                | BlackRock Inc                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |         6 | NS      | $4555.26      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         8 | NS      | $2529.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                    | Warner Bros Discovery Inc                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      1538 | NS      | $22793.16     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                    | United Parcel Service Inc                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        48 | NS      | $8891.04      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        36 | NS      | $10045.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                 | HB Fuller Co                                  | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |        83 | NS      | $5735.30      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                           | Equity Residential                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |        83 | NS      | $5282.95      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                    | New Jersey Resources Corp                     | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       189 | NS      | $9434.88      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc               | American Electric Power Co Inc                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       108 | NS      | $10147.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                            | General Motors Co                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       802 | NS      | $31534.64     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Federal National Mortgage Association         | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      5000 | PA      | $6005.12      | 0.08%             | 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        |       172 | NS      | $38940.80     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                           | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5870.40      | 0.08%             | 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        |        68 | NS      | $7322.92      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                     | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         9 | NS      | $3818.34      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                | Welltower Inc                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |        14 | NS      | $1050.56      | 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        |       200 | NS      | $21630.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       920 | PA      | $774.20       | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                             | Genuine Parts Co                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        20 | NS      | $3356.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                     | MSCI Inc                                      | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        39 | NS      | $20730.84     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                   | Chipotle Mexican Grill Inc                    | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $3292.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                   | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        14 | NS      | $2521.26      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                  | American Water Works Co Inc                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        24 | NS      | $3755.76      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                   | Vertex Pharmaceuticals Inc                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         8 | NS      | $2584.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                       | Liberty Broadband Corp                        | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       143 | NS      | $12838.54     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                   | Mondelez International Inc                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       156 | NS      | $10208.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                       | Jones Lang LaSalle Inc                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        38 | NS      | $7025.06      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                           | Union Pacific Corp                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        19 | NS      | $3879.61      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                  | Toro Co/The                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        84 | NS      | $9367.68      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                  | Trex Co Inc                                   | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $3163.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       128 | NS      | $20917.76     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                     | Highwoods Properties Inc                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       377 | NS      | $11449.49     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                              | McDonald's Corp                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        42 | NS      | $11230.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                | International Bancshares Corp                 | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       191 | NS      | $8952.17      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418DML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       202 | PA      | $196.86       | 0.00%             | 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        |      3000 | PA      | $3004.89      | 0.04%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1191 | PA      | $1096.04      | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        23 | NS      | $11481.37     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                   | AbbVie Inc                                    | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3898.78      | 0.05%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                                | Synaptics Inc                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |        54 | NS      | $6751.62      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                     | Alexandria Real Estate Equities Inc           | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      4000 | PA      | $3905.07      | 0.05%             | 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        |        28 | NS      | $3772.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                | Repligen Corp                                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        32 | NS      | $5929.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                           | Valero Energy Corp                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        25 | NS      | $3500.75      | 0.05%             |  |  |  | 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        |      9634 | NS      | $691239.50    | 8.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                | Amphenol Corp                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        38 | NS      | $3031.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                             | Wells Fargo & Co                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       709 | NS      | $33230.83     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                     | Yelp Inc                                      | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       161 | NS      | $5073.11      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                          | Northern Trust Corp                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        17 | NS      | $1648.49      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                 | NiSource Inc                                  | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4556.88      | 0.06%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                            | ManpowerGroup Inc                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |        45 | NS      | $3922.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                | Hilton Worldwide Holdings Inc                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        66 | NS      | $9575.94      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        62 | NS      | $4858.32      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                | DR Horton Inc                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        27 | NS      | $2664.63      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                  | Paychex Inc                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        17 | NS      | $1969.62      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                     | MarketAxess Holdings Inc                      | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         9 | NS      | $3274.65      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc             | Reinsurance Group of America Inc              | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       135 | NS      | $20488.95     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                         | JetBlue Airways Corp                          | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       461 | NS      | $3688.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                          | Bank of Nova Scotia/The                       | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1000 | PA      | $985.33       | 0.01%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                             | Schlumberger Ltd                              | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        60 | NS      | $3418.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                   | Terex Corp                                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |        95 | NS      | $4842.15      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                   | AbbVie Inc                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        38 | NS      | $5614.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                             | Welltower OP LLC                              | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      1000 | PA      | $833.69       | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                    | Ball Corp                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        19 | NS      | $1106.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc               | Air Products and Chemicals Inc                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         9 | NS      | $2884.59      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                   | Ventas Inc                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        27 | NS      | $1398.87      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond              | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $6887.19      | 0.09%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mirova Global Green Bond Fund                | Mirova Global Green Bond Fund                 | CUSIP: 63872R517<br>LEI: 549300J4K0FKIGYS0L15 | Long             | EC               | RF                | US        |     13891 | NS      | $115020.11    | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         8 | NS      | $4562.64      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        19 | NS      | $9711.66      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                         | Boston Properties LP                          | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      2000 | PA      | $1838.84      | 0.02%             | 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        |       135 | NS      | $4313.25      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                        | Uber Technologies Inc                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       353 | NS      | $10918.29     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                              | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2905 | PA      | $2640.42      | 0.03%             | 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        |       263 | NS      | $4189.59      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        93 | NS      | $6207.75      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       325 | NS      | $17290.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                     | eBay Inc                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       447 | NS      | $22126.50     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                         | WEC Energy Group Inc                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        19 | NS      | $1785.81      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                            | EOG Resources Inc                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       213 | NS      | $28169.25     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                        | 3M Co                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        76 | NS      | $8746.08      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        96 | NS      | $12223.68     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                     | Agilent Technologies Inc                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        19 | NS      | $2889.52      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                  | BioMarin Pharmaceutical Inc                   | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        50 | NS      | $5767.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                | Owens Corning                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        72 | NS      | $6958.80      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3823 | PA      | $3475.08      | 0.04%             | 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        |        45 | NS      | $2713.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                | First American Financial Corp                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |        99 | NS      | $6125.13      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                         | Williams Cos Inc/The                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       128 | NS      | $4126.72      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HOLDINGS USA                       | Santander Holdings USA Inc                    | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      1000 | PA      | $976.63       | 0.01%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                | Citigroup Inc                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       635 | NS      | $33159.70     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc           | Easterly Government Properties Inc            | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       317 | NS      | $5148.08      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                     | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |        33 | NS      | $10921.02     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                 | Walgreens Boots Alliance Inc                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        56 | NS      | $2064.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                    | Chubb Ltd                                     | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        29 | NS      | $6597.21      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | Omnicom Group Inc                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        89 | NS      | $7653.11      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                             | Under Armour Inc                              | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       531 | NS      | $5787.90      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                          | Elevance Health Inc                           | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2944.56      | 0.04%             | 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        |        59 | NS      | $5333.01      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The         | PNC Financial Services Group Inc/The          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        64 | NS      | $10587.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                     | International Business Machines Corp          | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2615.01      | 0.03%             | 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        |        18 | NS      | $4737.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                 | Select Medical Holdings Corp                  | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       152 | NS      | $4418.64      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                   | Intel Corp                                    | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1000 | PA      | $878.93       | 0.01%             | 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        |      5000 | PA      | $4322.34      | 0.06%             | 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        |         7 | NS      | $2117.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       632 | NS      | $24869.20     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                           | Athene Holding Ltd                            | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |      2000 | PA      | $2063.28      | 0.03%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                    | Qorvo Inc                                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        31 | NS      | $3368.46      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                             | Under Armour Inc                              | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      1196 | NS      | $14818.44     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                 | Moody's Corp                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        14 | NS      | $4518.50      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                    | AGCO Corp                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        42 | NS      | $5801.46      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                       | NextEra Energy Capital Holdings Inc           | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3389.14      | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        67 | NS      | $2826.73      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                             | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3938.25      | 0.05%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exponent Inc                                 | Exponent Inc                                  | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |        58 | NS      | $5947.32      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                             | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      1000 | PA      | $880.44       | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                | Medtronic PLC                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        97 | NS      | $8117.93      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                   | Qualys Inc                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        42 | NS      | $4845.12      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                        | Truist Financial Corp                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       211 | NS      | $10421.29     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc               | Advanced Energy Industries Inc                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |        82 | NS      | $7604.68      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                   | Advanced Micro Devices Inc                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        91 | NS      | $6838.65      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                 | Huntington Bancshares Inc/OH                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       319 | NS      | $4839.23      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo Inc                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        22 | NS      | $3762.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        56 | NS      | $9923.76      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group Inc                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        39 | NS      | $6889.74      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                          | Vulcan Materials Co                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        39 | NS      | $7149.87      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                       | Energizer Holdings Inc                        | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       204 | NS      | $7568.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                         | MGIC Investment Corp                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       659 | NS      | $9305.08      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                          | PayPal Holdings Inc                           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       290 | NS      | $23632.10     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                 | Centene Corp                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        32 | NS      | $2439.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       493 | NS      | $48728.12     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                      | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        11 | NS      | $3047.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                       | Lumen Technologies Inc                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       120 | NS      | $630.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                  | Phillips 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        47 | NS      | $4712.69      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                               | Trustmark Corp                                | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       291 | NS      | $8473.92      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PORTFOLIO LP                           | Essex Portfolio LP                            | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |      2000 | PA      | $1746.90      | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                 | Prologis Inc                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        43 | NS      | $5559.04      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                               | Ameris Bancorp                                | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       188 | NS      | $8866.08      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                  | Asbury Automotive Group Inc                   | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        19 | NS      | $4180.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                     | Visa Inc                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       267 | NS      | $61466.07     | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       107 | NS      | $1725.91      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                         | Range Resources Corp                          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       160 | NS      | $4003.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce            | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2681.35      | 0.03%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                   | Zoetis Inc                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        57 | NS      | $9432.93      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                    | Alibaba Group Holding Ltd                     | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       156 | NS      | $17191.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                    | Halozyme Therapeutics Inc                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |        95 | NS      | $4918.15      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                | Owens Corning                                 | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3792.58      | 0.05%             | 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        |         6 | NS      | $2999.94      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                              | Baker Hughes Co                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $2888.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                            | GXO Logistics Inc                             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       117 | NS      | $6122.61      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                           | J M Smucker Co/The                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        24 | NS      | $3667.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                   | Iridium Communications Inc                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       110 | NS      | $6582.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                          | Leidos Holdings Inc                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        32 | NS      | $3162.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                               | CBRE Group Inc                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       358 | NS      | $30612.58     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                       | Boot Barn Holdings Inc                        | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |        63 | NS      | $5259.87      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc           | Frontier Communications Parent Inc            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $6810.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        14 | NS      | $4072.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                    | Block Inc                                     | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       200 | NS      | $16344.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                   | Fiserv Inc                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       219 | NS      | $23362.92     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       147 | NS      | $20929.86     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                      | First Financial Bancorp                       | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       335 | NS      | $8485.55      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WCM Focused Emerging Markets Fund            | WCM Focused Emerging Markets Fund             | CUSIP: 46141P834<br>LEI: 5493004PSCRWO0N8YL71 | Long             | EC               | RF                | US        |     29837 | NS      | $417416.10    | 5.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                     | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3859.92      | 0.05%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                            | State Street Corp                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       330 | NS      | $30138.90     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                         | Lockheed Martin Corp                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        22 | NS      | $10191.72     | 0.13%             |  |  |  | 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        |        84 | NS      | $6087.48      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418DCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       862 | PA      | $820.01       | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                   | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1000 | PA      | $932.67       | 0.01%             | 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        |        16 | NS      | $4210.72      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                      | Darling Ingredients Inc                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        77 | NS      | $5104.33      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                   | Sunrun Inc                                    | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       117 | NS      | $3074.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                             | Coca-Cola Co/The                              | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2705.43      | 0.03%             | 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        |        42 | NS      | $3965.22      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                               | ChampionX Corp                                | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       185 | NS      | $6108.70      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond              | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000 | PA      | $11781.25     | 0.15%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        29 | NS      | $7236.66      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                  | Workday Inc                                   | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       246 | NS      | $44631.78     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                      | NOV Inc                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       235 | NS      | $5743.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                      | Physicians Realty Trust                       | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |       397 | NS      | $6296.42      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                       | Tyler Technologies Inc                        | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        10 | NS      | $3227.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                        | Norfolk Southern Corp                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        31 | NS      | $7620.11      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       410 | NS      | $101602.10    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                      | Magna International Inc                       | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       175 | NS      | $11364.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                  | Prologis LP                                   | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      1000 | PA      | $790.02       | 0.01%             | 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        |      1890 | PA      | $1772.25      | 0.02%             | 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        |         8 | NS      | $2157.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                             | Paramount Global                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       108 | NS      | $2501.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                      | Becton Dickinson and Co                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        29 | NS      | $7314.38      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                | Ingredion Inc                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        57 | NS      | $5859.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                          | American Tower Corp                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        11 | NS      | $2457.29      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                 | Penumbra Inc                                  | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        22 | NS      | $5509.02      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                           | Regal Rexnord Corp                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        47 | NS      | $6542.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                | Service Corp International/US                 | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       103 | NS      | $7637.45      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                            | Veeva Systems Inc                             | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       110 | NS      | $18760.50     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                          | Axon Enterprise Inc                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        32 | NS      | $6254.08      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange Inc                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       269 | NS      | $28930.95     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                       | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        14 | NS      | $3948.42      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                   | Kellogg Co                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        86 | NS      | $5897.88      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                 | Stryker Corp                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        13 | NS      | $3299.53      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2935 | PA      | $2834.27      | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                              | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1928 | PA      | $1689.79      | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                             | Duke Energy Corp                              | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1973.48      | 0.03%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                 | Newmont Corp                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        40 | NS      | $2117.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                   | FIXED INC CLEARING CORP.REPO                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    295113 | PA      | $295112.53    | 3.79%             |  |  |  | No            |                  2 | On Loan: No      |
| American States Water Co                     | American States Water Co                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |        61 | NS      | $5744.37      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       165 | NS      | $14399.55     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       111 | NS      | $28215.09     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                               | Starbucks Corp                                | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1726.15      | 0.02%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       351 | NS      | $68574.87     | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                              | Best Buy Co Inc                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        13 | NS      | $1153.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                 | Chevron Corp                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $8178.94      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                          | Williams-Sonoma Inc                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        39 | NS      | $5262.66      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | Adobe Inc                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        75 | NS      | $27775.50     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       119 | NS      | $2283.61      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                      | Brandywine Realty Trust                       | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |       699 | NS      | $4585.44      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                            | STAAR Surgical Co                             | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |        40 | NS      | $2822.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc            | Take-Two Interactive Software Inc             | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       128 | NS      | $14493.44     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                         | Waste Management Inc                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        15 | NS      | $2320.95      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond              | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $7043.44      | 0.09%             | 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        |       123 | NS      | $17069.94     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       284 | PA      | $270.81       | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                     | Saia Inc                                      | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        21 | NS      | $5728.38      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                  | Hubbell Inc                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        39 | NS      | $8927.49      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                      | Exxon Mobil Corp                              | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3889.02      | 0.05%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       781 | NS      | $77998.47     | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                   | Cigna Corp                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        22 | NS      | $6966.74      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                    | American Assets Trust Inc                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       336 | NS      | $9562.56      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                     | Ceridian HCM Holding Inc                      | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        22 | NS      | $1590.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                | Citigroup Inc                                 | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2982.46      | 0.04%             | 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        |       195 | NS      | $9948.90      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        87 | NS      | $7675.14      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                             | Crown Castle Inc                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        20 | NS      | $2962.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                        | DuPont de Nemours Inc                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        27 | NS      | $1996.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                   | Brixmor Property Group Inc                    | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |       562 | NS      | $13223.86     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                 | Illumina Inc                                  | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       109 | NS      | $23347.80     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                           | Walt Disney Co/The                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       606 | NS      | $65744.94     | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                 | Doximity Inc                                  | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $22255.37     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                  | Target Corp                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        35 | NS      | $6024.90      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                    | Dick's Sporting Goods Inc                     | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        41 | NS      | $5361.16      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                  | Gartner Inc                                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        18 | NS      | $6086.52      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                     | Marsh & McLennan Cos Inc                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        28 | NS      | $4897.48      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                  | Walmart Inc                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        85 | NS      | $12228.95     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                       | Universal Display Corp                        | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $4506.02      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co/The                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       122 | NS      | $7481.04      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust            | Corporate Office Properties Trust             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       342 | NS      | $9599.94      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       334 | PA      | $335.64       | 0.00%             | 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        |        62 | NS      | $9922.48      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       117 | NS      | $12789.27     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                             | Exxon Mobil Corp                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        84 | NS      | $9744.84      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                  | Corning Inc                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        33 | NS      | $1142.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHRISTUS HEALTH                              | CHRISTUS Health                               | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |      1000 | PA      | $980.42       | 0.01%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                     | Etsy Inc                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        47 | NS      | $6466.26      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5410 | PA      | $4560.22      | 0.06%             | 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        |      2000 | PA      | $1988.55      | 0.03%             | 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        |        83 | NS      | $1564.55      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics Inc                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        78 | NS      | $9409.92      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                | Selective Insurance Group Inc                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        86 | NS      | $8170.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                         | Alaska Air Group Inc                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       147 | NS      | $7546.98      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                        | McCormick & Co Inc/MD                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        69 | NS      | $5183.28      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                          | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2861.56      | 0.04%             | 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        |       116 | NS      | $8882.12      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        71 | NS      | $6767.01      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond              | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2392.97      | 0.03%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                           | Douglas Emmett Inc                            | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |       238 | NS      | $3986.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                  | NVIDIA Corp                                   | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      1000 | PA      | $908.91       | 0.01%             | 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        |        17 | NS      | $6113.88      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                   | Biogen Inc                                    | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      1000 | PA      | $847.83       | 0.01%             | 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        |        31 | NS      | $7776.66      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                       | First Republic Bank/CA                        | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        31 | NS      | $4367.28      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                               | Perrigo Co PLC                                | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |        94 | NS      | $3517.48      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                              | TJX Cos Inc/The                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        86 | NS      | $7039.96      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                  | Incyte Corp                                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        41 | NS      | $3490.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                    | GATX Corp                                     | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |        40 | NS      | $4578.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                        | Monster Beverage Corp                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       487 | NS      | $50686.96     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                           | Globus Medical Inc                            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        60 | NS      | $4530.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                    | Janus Henderson Group PLC                     | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       147 | NS      | $3810.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                               | Hershey Co/The                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        22 | NS      | $4941.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                             | Roche Holding AG                              | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       363 | NS      | $14211.45     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       196 | NS      | $69356.56     | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                   | Cadence Design Systems Inc                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        16 | NS      | $2925.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                              | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       968 | PA      | $934.49       | 0.01%             | 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        |      1000 | PA      | $838.66       | 0.01%             | 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        |        53 | NS      | $13021.57     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                         | Waste Management Inc                          | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1578.10      | 0.02%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                   | Ecolab Inc                                    | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        16 | NS      | $2477.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        15 | NS      | $5559.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       636 | NS      | $12955.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                               | MSA Safety Inc                                | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |        43 | NS      | $5864.77      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                 | Broadcom Inc                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        15 | NS      | $8775.15      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                    | Amgen Inc                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        15 | NS      | $3786.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       903 | NS      | $32038.44     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       123 | NS      | $5573.13      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                    | Tesla Inc                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       271 | NS      | $46942.62     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        98 | NS      | $4880.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                             | Campbell Soup Co                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        73 | NS      | $3790.89      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot Inc/The                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        45 | NS      | $14587.65     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1000 | PA      | $974.48       | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                   | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3851.37      | 0.05%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                   | Intel Corp                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       259 | NS      | $7319.34      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                    | Crocs Inc                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        36 | NS      | $4383.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                 | Innospec Inc                                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |        59 | NS      | $6668.18      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |        33 | NS      | $4065.93      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3321 | PA      | $3029.44      | 0.04%             | 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        |      2000 | PA      | $1600.86      | 0.02%             | 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        |        50 | NS      | $5828.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                       | Yum China Holdings Inc                        | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       320 | NS      | $19715.20     | 0.25%             |  |  |  | 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        |      2000 | PA      | $1973.05      | 0.03%             | 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        |       125 | NS      | $4648.75      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc               | Fortune Brands Innovations Inc                | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       219 | NS      | $14127.69     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                   | Mattel Inc                                    | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       300 | NS      | $6138.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                               | BorgWarner Inc                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       463 | NS      | $21890.64     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                          | Emerson Electric Co                           | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      1000 | PA      | $879.78       | 0.01%             | 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        |       132 | NS      | $10364.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2573 | PA      | $2260.31      | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        73 | NS      | $8070.15      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                        | Lumentum Holdings Inc                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        54 | NS      | $3249.72      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                   | FedEx Corp                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        16 | NS      | $3101.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        58 | NS      | $2130.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                     | AAR Corp                                      | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       144 | NS      | $7407.36      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                              | Masterbrand Inc                               | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       350 | NS      | $3220.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                     | Intercontinental Exchange Inc                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2165.16      | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                  | Cognex Corp                                   | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       109 | NS      | $5966.66      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                       | Paylocity Holding Corp                        | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        31 | NS      | $6456.99      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                               | Littelfuse Inc                                | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        21 | NS      | $5390.49      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                      | Manulife Financial Corp                       | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1849.53      | 0.02%             | 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        |      3817 | PA      | $3470.23      | 0.04%             | 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        |       476 | NS      | $5188.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                         | Parker-Hannifin Corp                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        83 | NS      | $27058.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc               | GE HealthCare Technologies Inc                | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        15 | NS      | $1042.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                     | CSX Corp                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       194 | NS      | $5998.48      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                 | QUALCOMM Inc                                  | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3220.82      | 0.04%             | 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        |      2000 | PA      | $1882.91      | 0.02%             | 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        |       330 | NS      | $6039.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |        78 | NS      | $4211.22      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                              | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2762 | PA      | $2421.41      | 0.03%             | 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        |        82 | NS      | $29996.42     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                   | Ciena Corp                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       101 | NS      | $5254.02      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                | Cable One Inc                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |         5 | NS      | $3949.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                           | Vodafone Group PLC                            | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $3226.02      | 0.04%             | 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        |       130 | NS      | $6074.90      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                   | Macy's Inc                                    | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       209 | NS      | $4938.67      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                      | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      1000 | PA      | $871.94       | 0.01%             | 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        |        22 | NS      | $3903.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                 | FactSet Research Systems Inc                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        48 | NS      | $20301.12     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                      | Sherwin-Williams Co/The                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        11 | NS      | $2602.49      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                            | YETI Holdings Inc                             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       106 | NS      | $4744.56      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                             | HF Sinclair Corp                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $5462.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                             | FirstEnergy Corp                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        84 | NS      | $3439.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                          | General Electric Co                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        47 | NS      | $3782.56      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                     | APA Corp                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       512 | NS      | $22696.96     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                   | Deere & Co                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        25 | NS      | $10571.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                           | Analog Devices Inc                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        54 | NS      | $9259.38      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3573 | PA      | $3013.89      | 0.04%             | 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        |       273 | NS      | $21135.66     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                      | Illinois Tool Works Inc                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        12 | NS      | $2832.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       129 | NS      | $10620.57     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                    | Taylor Morrison Home Corp                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       180 | NS      | $6444.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                       | F5 Inc                                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        32 | NS      | $4725.12      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                           | Meta Platforms Inc                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       510 | NS      | $75974.70     | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       166 | NS      | $7330.56      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                 | VeriSign Inc                                  | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         9 | NS      | $1962.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores Inc                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        13 | NS      | $1536.47      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                | BlackRock Inc                                 | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1757.62      | 0.02%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ITT Inc                                      | ITT Inc                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        96 | NS      | $8792.64      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                        | Shockwave Medical Inc                         | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |        17 | NS      | $3194.81      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                     | Jazz Pharmaceuticals PLC                      | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        40 | NS      | $6266.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                    | Avnet Inc                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       173 | NS      | $7937.24      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                  | Chemed Corp                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        14 | NS      | $7071.96      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                   | Verizon Communications Inc                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       486 | NS      | $20203.02     | 0.26%             |  |  |  | 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      | 0.05%             | 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        |        65 | NS      | $5353.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       875 | NS      | $77402.50     | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                   | Raytheon Technologies Corp                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        74 | NS      | $7388.90      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                    | Edwards Lifesciences Corp                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        33 | NS      | $2531.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                 | KKR & Co Inc                                  | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       685 | NS      | $38229.85     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL INTERNATIONAL FIN                      | Shell International Finance BV                | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      2000 | PA      | $2331.44      | 0.03%             | 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      | 0.06%             | 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        |       330 | NS      | $70290.00     | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                   | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3635.70      | 0.05%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                 | Autodesk Inc                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       197 | NS      | $42386.52     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                              | Gen Digital Inc                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        96 | NS      | $2208.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                      | WEX Inc                                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        30 | NS      | $5549.10      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                            | Allstate Corp/The                             | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        19 | NS      | $2440.93      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                              | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6705 | PA      | $6294.09      | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                   | Dover Corp                                    | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        40 | NS      | $6073.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                          | TE Connectivity Ltd                           | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       146 | NS      | $18563.90     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                         | Westpac Banking Corp                          | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      4000 | PA      | $3829.31      | 0.05%             | 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        |       106 | NS      | $4350.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co Inc               | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3884.02      | 0.05%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3908 | PA      | $3550.50      | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                          | Carrier Global Corp                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        52 | NS      | $2367.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                         | Cleveland-Cliffs Inc                          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       184 | NS      | $3928.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                        | LeMaitre Vascular Inc                         | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       105 | NS      | $4953.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                              | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5635 | PA      | $4938.47      | 0.06%             | 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        |        16 | NS      | $6828.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                          | VICI Properties Inc                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |        93 | NS      | $3178.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                     | CSX Corp                                      | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1870.15      | 0.02%             | 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        |       140 | NS      | $5931.80      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       313 | NS      | $34160.82     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                              | Concentrix Corp                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $5530.59      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                          | Emerson Electric Co                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        78 | NS      | $7037.16      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        15 | NS      | $2835.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group Inc                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        72 | NS      | $3119.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        19 | NS      | $2440.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418DCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       571 | PA      | $525.20       | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                              | Yum! Brands Inc                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       130 | NS      | $16966.30     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                     | Kaiser Foundation Hospitals                   | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      1000 | PA      | $957.09       | 0.01%             | 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        |      4057 | PA      | $3570.22      | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                | Wolfspeed Inc                                 | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        59 | NS      | $4543.59      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                     | Acadia Healthcare Co Inc                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |        87 | NS      | $7309.74      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                               | PulteGroup Inc                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       402 | NS      | $22869.78     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $5304.14      | 0.07%             | 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        |        13 | NS      | $3277.56      | 0.04%             |  |  |  | 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        |       442 | NS      | $22351.94     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        51 | NS      | $4963.83      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1784.46      | 0.02%             | 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        |       710 | NS      | $11878.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                     | Moog Inc                                      | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        46 | NS      | $4384.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                 | Pioneer Natural Resources Co                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        11 | NS      | $2533.85      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                              | Caterpillar Inc                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        16 | NS      | $4036.64      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WCM Focused International Growth Fund        | WCM Focused International Growth Fund         | CUSIP: 461418444<br>LEI: 549300UG6YELRC2USD98 | Long             | EC               | RF                | US        |     32320 | NS      | $693268.93    | 8.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                        | Tenet Healthcare Corp                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        81 | NS      | $4442.85      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                  | IDACORP Inc                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        56 | NS      | $5925.36      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                               | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1966.14      | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM Inc                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       204 | NS      | $27174.84     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                  | Shopify Inc                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       313 | NS      | $15421.51     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc               | Virtus Investment Partners Inc                | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        30 | NS      | $6446.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                   | Neurocrine Biosciences Inc                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        53 | NS      | $5879.29      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                   | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4886.25      | 0.06%             | 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        |      1750 | PA      | $1536.41      | 0.02%             | 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        |       950 | NS      | $30865.50     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418DA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       650 | PA      | $624.93       | 0.01%             | 2034-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                       | Webster Financial Corp                        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       180 | NS      | $9477.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                           | Sonoco Products Co                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       138 | NS      | $8433.18      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                           | HCA Healthcare Inc                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        87 | NS      | $22191.09     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                               | Five Below Inc                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        38 | NS      | $7490.94      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                     | Silicon Laboratories Inc                      | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        41 | NS      | $6433.31      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2788.77      | 0.04%             | 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        |       220 | NS      | $6030.20      | 0.08%             |  |  |  | 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        |        68 | NS      | $5277.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                          | Electronic Arts Inc                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        37 | NS      | $4761.16      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                       | Regions Financial Corp                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        94 | NS      | $2212.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                        | Antero Resources Corp                         | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       126 | NS      | $3633.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                   | Humana Inc                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         5 | NS      | $2558.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                     | PVH Corp                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        75 | NS      | $6742.50      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc               | National Retail Properties Inc                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |       193 | NS      | $9138.55      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                    | Keysight Technologies Inc                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        23 | NS      | $4125.05      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        48 | NS      | $2142.24      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                | Pinterest Inc                                 | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       773 | NS      | $20322.17     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                         | Commercial Metals Co                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |        97 | NS      | $5264.19      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                 | Fortive Corp                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        56 | NS      | $3809.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                       | Church & Dwight Co Inc                        | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       116 | NS      | $9379.76      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                 | Synopsys Inc                                  | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        10 | NS      | $3537.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirova International Sustainable Equity Fund | Mirova International Sustainable Equity Fund  | CUSIP: 63872R350<br>LEI: 549300NMPBIMD7PQDN52 | Long             | EC               | RF                | US        |     60064 | NS      | $691934.01    | 8.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       307 | NS      | $44297.03     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                    | Minerals Technologies Inc                     | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |        71 | NS      | $4930.95      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                             | Haemonetics Corp                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        45 | NS      | $3807.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                    | ANSYS Inc                                     | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        31 | NS      | $8257.16      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                     | Lennox International Inc                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        24 | NS      | $6254.88      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals Inc                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        44 | NS      | $33372.68     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        24 | NS      | $2949.12      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                     | Builders FirstSource Inc                      | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        83 | NS      | $6615.10      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                 | Teleflex Inc                                  | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |         7 | NS      | $1703.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                    | Lear Corp                                     | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1880.21      | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        14 | NS      | $3161.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                       | Southwestern Energy Co                        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |       605 | NS      | $3339.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                        | New York Times Co/The                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       100 | NS      | $3484.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                     | Prudential Financial Inc                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        47 | NS      | $4932.18      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                  | Viatris Inc                                   | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      1000 | PA      | $729.90       | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alcoa Corp                                   | Alcoa Corp                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       105 | NS      | $5485.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                  | Truist Bank                                   | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2950.83      | 0.04%             | 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        |      2000 | PA      | $1606.33      | 0.02%             | 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        |      1000 | PA      | $888.46       | 0.01%             | 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        |        37 | NS      | $14378.57     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                  | Equifax Inc                                   | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        82 | NS      | $18220.40     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                 | Visteon Corp                                  | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |        40 | NS      | $6253.60      | 0.08%             |  |  |  | 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        |       246 | NS      | $8969.16      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                  | Livent Corp                                   | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |       103 | NS      | $2669.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc                          | Mobileye Global Inc                           | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $2238.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                        | Travelers Cos Inc/The                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        50 | NS      | $9556.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications Inc                    | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        28 | NS      | $10760.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                         | Deckers Outdoor Corp                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        19 | NS      | $8122.12      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                    | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4053.81      | 0.05%             | 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        |        80 | NS      | $3242.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                        | Encompass Health Corp                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        52 | NS      | $3247.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |        57 | NS      | $1962.51      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $3522.81      | 0.05%             | 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        |      3000 | PA      | $2585.76      | 0.03%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                              | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1945 | PA      | $1704.59      | 0.02%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                          | Delta Air Lines Inc                           | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       136 | NS      | $5317.60      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                           | CNX Resources Corp                            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       313 | NS      | $5236.49      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                               | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2880 | PA      | $2700.81      | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                   | 3M Co                                         | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3602.15      | 0.05%             | 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        |        19 | NS      | $46247.90     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                       | T Rowe Price Group Inc                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        17 | NS      | $1979.99      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                          | Thor Industries Inc                           | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |        42 | NS      | $4003.86      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                  | Novartis AG                                   | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       224 | NS      | $20298.88     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                    | Aptiv PLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |        21 | NS      | $2374.89      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                         | Chart Industries Inc                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        19 | NS      | $2545.62      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       113 | NS      | $3986.64      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        98 | NS      | $10526.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                  | Equinix Inc                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         4 | NS      | $2952.52      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                           | Cooper Cos Inc/The                            | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         7 | NS      | $2442.51      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        51 | NS      | $3801.03      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                   | Lattice Semiconductor Corp                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       105 | NS      | $7957.95      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                               | S&P Global Inc                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        27 | NS      | $10123.38     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                        | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2218.58      | 0.03%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                 | Oshkosh Corp                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        76 | NS      | $7659.28      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                               | Eli Lilly & Co                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        19 | NS      | $6538.85      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                          | Global Payments Inc                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       108 | NS      | $12173.76     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                             | Henry Schein Inc                              | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        44 | NS      | $3790.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       169 | NS      | $23653.24     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1269 | NS      | $130871.97    | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP Inc                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        75 | NS      | $2185.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                | DTE Energy Co                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        28 | NS      | $3258.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                  | FNB Corp/PA                                   | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      1009 | NS      | $14398.43     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                     | Dana Inc                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       311 | NS      | $5641.54      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                  | Equinor ASA                                   | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      3000 | PA      | $2623.58      | 0.03%             | 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        |        10 | NS      | $6659.50      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                    | Graco Inc                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       161 | NS      | $10999.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                 | Reliance Steel & Aluminum Co                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        30 | NS      | $6823.50      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                    | ONEOK Inc                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        64 | NS      | $4382.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                     | Virginia Electric and Power Co                | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1939.06      | 0.02%             | 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        |      2000 | PA      | $1549.59      | 0.02%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stepan Co                                    | Stepan Co                                     | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |        41 | NS      | $4503.44      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                     | Baxter International Inc                      | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        52 | NS      | $2375.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        90 | NS      | $6538.50      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                      | KB Home                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       172 | NS      | $6613.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                               | SpartanNash Co                                | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       104 | NS      | $3294.72      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                          | American Express Co                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       150 | NS      | $26239.50     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DH EUROPE FINANCE II                         | DH Europe Finance II Sarl                     | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2880.30      | 0.04%             | 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        |        59 | NS      | $7940.22      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                         | Aspen Technology Inc                          | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |        17 | NS      | $3378.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                   | Capital One Financial Corp                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       264 | NS      | $31416.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group Inc              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       187 | NS      | $11822.14     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp                                   | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1921.26      | 0.02%             | 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        |        58 | NS      | $9408.18      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        57 | NS      | $4784.58      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                           | SEI Investments Co                            | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       297 | NS      | $18541.71     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                             | SPS Commerce Inc                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        38 | NS      | $5171.04      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       145 | NS      | $17671.15     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OPERATING PARTN                     | Piedmont Operating Partnership LP             | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |      3000 | PA      | $2357.66      | 0.03%             | 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        |      1972 | PA      | $1850.00      | 0.02%             | 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