# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001752724-23-011828
**Filing Date:** 2023-1
**Character Count:** 150730
**Document Hash:** f45df9521c2284a76835ae514f97de81
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011828.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011828

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** USAA MUTUAL FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000908695
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07852
- **FILM NUMBER:** 23550877

**BUSINESS ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256
- **BUSINESS PHONE:** 210-697-3625

**MAIL ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX FREE TRUST
- **DATE OF NAME CHANGE:** 19940325

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX EXEMPT TRUST
- **DATE OF NAME CHANGE:** 19930707

## Series and Classes Contracts Data

### Cornerstone Aggressive Fund (Series ID: S000037226)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000114652 | Cornerstone Aggressive Fund | UCAGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** USAA Mutual Funds Trust

- **b. Investment Company Act file number:** 811-07852

- **c. CIK number of Registrant:** 0000908695

- **d. LEI of Registrant:** 549300WIDR2J6W1Y9S11

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

  - **Street Address 1:** 15935 La Cantera Pkwy Building Two

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-235-8396

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

- **a. Name of Series:** Cornerstone Aggressive Fund

- **b. EDGAR series identifier (if any):** S000037226

- **c. LEI of Series:** 549300FK2YSKT5LX2R29

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $367555924.77

**Total Liabilities:** $16897368.83

**Net Assets:** $350658555.94

**Cash Not Reported:** $4689912.47

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000114652 | -7.92%               | 5.70%                | 7.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-783458.24              | $-26057904.17                              |
| Month 2  | $-4362506.62             | $21244808.48                               |
| Month 3  | $-852203.36              | $24349184.44                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BEST BUY CO., INC.                                       | BEST BUY CO INC                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      6237 | NS      | $532016.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                        | CORCEPT THERAPEUTICS INC                           | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      3761 | NS      | $95078.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     14351 | NS      | $582076.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                                 | ILLINOIS TOOL WORKS INC                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2436 | NS      | $554116.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate Index Fund                          | VANGUARD REAL ESTATE ETF                           | CUSIP: 922908553<br>LEI: N/A                  | Long             |  | RF                | US        |     19078 | NS      | $1680390.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                      | EOG RESOURCES INC                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3753 | NS      | $532663.29    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     26238 | NS      | $1222166.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                   | DXC TECHNOLOGY CO                                  | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      3240 | NS      | $96130.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1440 | NS      | $90820.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MR. COOPER GROUP INC.                                    | MR COOPER GROUP INC                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      1621 | NS      | $73204.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                            | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      3503 | NS      | $74999.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                            | PAYCHEX INC                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      4363 | NS      | $541142.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                          | ADVANCED DRAINAGE SYSTEMS INC                      | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       789 | NS      | $76738.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                       | DTE ENERGY CO                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      4379 | NS      | $508007.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                          | HNI CORP                                           | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      2040 | NS      | $59160.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                      | GENERAL MILLS INC                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      7185 | NS      | $612880.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSELL 2000 MINI INDEX FUTURE DEC22                     | RUSSELL 2000 MINI INDEX FUTURE DEC22               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-123797.07   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                 | BERKSHIRE HATHAWAY INC CLASS B                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5655 | NS      | $1801683.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                      | AES CORP                                           | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     17822 | NS      | $515412.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                 | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2156 | NS      | $586863.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS MARKET INDEX FUTURE DEC22                          | SWISS MARKET INDEX FUTURE DEC22                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CH        |       -18 | NC      | $-46214.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                      | OWENS MINOR INC HOLDING CO                         | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      3152 | NS      | $64962.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                        | TYSON FOODS INC CLASS A                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      8486 | NS      | $562452.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       376 | NS      | $65762.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORPORATION                                        | CIENA CORP                                         | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1738 | NS      | $78140.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                   | LOWE S COS INC                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3023 | NS      | $642538.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                               | QUALYS INC                                         | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1015 | NS      | $125169.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                  | HP INC                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     33674 | NS      | $1011566.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                    | GENUINE PARTS CO                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2892 | NS      | $530190.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION                      | SELECT MEDICAL HOLDINGS CORP                       | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3411 | NS      | $83842.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                                       | TIMKEN CO                                          | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2348 | NS      | $178401.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, INC.                                                | UDR INC                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       801 | NS      | $33217.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS, INC.                                    | MKS INSTRUMENTS INC                                | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       897 | NS      | $75222.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                              | HOST HOTELS RESORTS INC                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      1905 | NS      | $36080.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                                          | MARINEMAX INC                                      | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      2571 | NS      | $84920.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                            | WINGSTOP INC                                       | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       807 | NS      | $133566.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX COMPANY, INC.                                       | TREX INC                                           | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1792 | NS      | $82234.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                                | CUBESMART                                          | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2102 | NS      | $87001.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                                 | HERBALIFE NUTRITION LTD                            | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      3174 | NS      | $55608.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                           | EXELIXIS INC                                       | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      5464 | NS      | $93325.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                 | DEVON ENERGY CORP                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      6927 | NS      | $474638.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                             | VISHAY INTERTECHNOLOGY INC                         | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      5421 | NS      | $124899.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                           | PUBLIC STORAGE                                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       425 | NS      | $126633.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                          | PBF ENERGY INC                                     | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      2311 | NS      | $91908.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                           | LYONDELLBASELL INDUSTRIES NV                       | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      6134 | NS      | $521451.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                   | SEALED AIR CORP                                    | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      9772 | NS      | $520163.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                | AT T INC                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     66712 | NS      | $1286207.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                           | CATALYST PHARMACEUTICALS INC                       | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      7379 | NS      | $123745.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                                | T ROWE PRICE GROUP INC                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3729 | NS      | $465789.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. CAREY INC.                                          | WP CAREY INC                                       | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       480 | NS      | $37824.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION                           | LAKELAND FINANCIAL CORP                            | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1706 | NS      | $134705.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                   | MONTAUK RENEWABLES INC                             | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4886 | NS      | $58974.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                 | UNITED STATES TREASURY NOTE                        | CUSIP: 912828R28<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1567000 | PA      | $1547902.19   | 0.44%             | 2023-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                     | MCKESSON CORP                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1587 | NS      | $605726.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Emerging Markets SmallCap Dividend Fund       | WISDOMTREE EMERGING MARKETS SMALLCAP DIVIDEND FUND | CUSIP: 97717W281<br>LEI: N/A                  | Long             |  | RF                | US        |     16645 | NS      | $747526.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                                 | ISHARES RUSSELL 2000 ETF                           | CUSIP: 464287655<br>LEI: N/A                  | Long             |  | RF                | US        |     30171 | NS      | $5653140.27   | 1.61%             |  |  |  | No            |                  1 | On Loan: —       |
| ARCBEST CORPORATION                                      | ARCBEST CORP                                       | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1542 | NS      | $127631.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                                      | RENT A CENTER INC TX                               | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2399 | NS      | $57791.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      8739 | NS      | $1301237.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP CLASS A                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     19345 | NS      | $708800.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T OFFSHORE, INC.                                       | W T OFFSHORE INC                                   | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      6281 | NS      | $43150.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SQUARESPACE, INC.                                        | SQUARESPACE INC                                    | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      2495 | NS      | $51122.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                                    | BOISE CASCADE CO                                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      2397 | NS      | $177473.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                   | AMKOR TECHNOLOGY INC                               | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      7375 | NS      | $206647.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab Fundamental Intl Large Company Index ETF          | SCHWAB FUNDAMENTAL INTERNATIONAL LARGE COMPANY IND | CUSIP: 808524755<br>LEI: N/A                  | Long             |  | RF                | US        |    829619 | NS      | $25054493.80  | 7.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                           | AUTOZONE INC                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       445 | NS      | $1147655.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC                          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3511 | NS      | $666142.03    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                                   | SONIC AUTOMOTIVE INC CLASS A                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      3303 | NS      | $175521.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                                 | IDEXX LABORATORIES INC                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1169 | NS      | $497842.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                        | METTLER TOLEDO INTERNATIONAL                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       344 | NS      | $505528.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                               | DOLLAR GENERAL CORP                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2155 | NS      | $550990.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                            | CORTEVA INC                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      7671 | NS      | $515184.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARD'S, INC.                                          | DILLARD S INC                                      | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       251 | NS      | $90284.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN STATES WATER COMPANY                            | AMERICAN STATES WATER CO                           | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1937 | NS      | $189806.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                            | PEPSICO INC                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4142 | NS      | $768382.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                            | AMN HEALTHCARE SERVICES INC                        | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1167 | NS      | $144357.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      7468 | NS      | $655914.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX FUTURE DEC22                              | FTSE 100 INDEX FUTURE DEC22                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        62 | NC      | $175182.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                       | BADGER METER INC                                   | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      1029 | NS      | $119178.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                                     | LTC PROPERTIES                                     | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      1829 | NS      | $71861.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                               | SIMON PROPERTY GROUP INC                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       886 | NS      | $105823.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                       | FORD MOTOR CO                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     39347 | NS      | $546923.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                            | ORGANON CO                                         | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      2997 | NS      | $77981.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares JPMorgan USD Emerging Markets Bond ETF           | ISHARES JP MORGAN ETF                              | CUSIP: 464288281<br>LEI: N/A                  | Long             |  | RF                | US        |     17103 | NS      | $1478212.29   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5190 | NS      | $560675.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                          | MURPHY USA INC                                     | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       349 | NS      | $103237.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                 | STEWART INFORMATION SERVICES                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      2606 | NS      | $115341.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC                                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      7685 | NS      | $589439.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GEO GROUP, INC.                                      | GEO GROUP INC THE                                  | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     11069 | NS      | $130835.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET, INC.                                         | TECHTARGET INC                                     | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      1222 | NS      | $55796.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                              | PROGRESSIVE CORP                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4496 | NS      | $594146.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                               | MATSON INC                                         | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1516 | NS      | $96660.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                                | METHODE ELECTRONICS INC                            | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      2528 | NS      | $115479.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                          | ANNALY CAPITAL MANAGEMENT INC                      | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       943 | NS      | $20434.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco DB Commodity Index Tracking Fund                 | INVESCO DB COMMODITY INDEX TRACKING FUND           | CUSIP: 46138B103<br>LEI: N/A                  | Long             |  | RF                | US        |     28600 | NS      | $729014.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG SYSTEMS INTERNATIONAL, INC.                          | CSG SYSTEMS INTL INC                               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      2858 | NS      | $176738.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                             | NORTHROP GRUMMAN CORP                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1136 | NS      | $605817.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HACKETT GROUP, INC.                                  | HACKETT GROUP INC THE                              | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      4379 | NS      | $101154.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                         | FASTENAL CO                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      9785 | NS      | $504025.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                      | TRONOX HOLDINGS PLC                                | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      4189 | NS      | $59190.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10133 | NS      | $1633236.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                   | FAIR ISAAC CORP                                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1620 | NS      | $1003946.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                        | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5262 | NS      | $543248.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS, INC.                                     | COHEN STEERS INC                                   | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      1254 | NS      | $83077.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIMINI STREET, INC.                                      | RIMINI STREET INC                                  | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     14354 | NS      | $60286.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                   | MCDONALD S CORP                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2596 | NS      | $708162.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                                     | KELLY SERVICES INC A                               | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3927 | NS      | $66719.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                                       | MANPOWER INC                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1586 | NS      | $138806.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                     | HEALTHCARE REALTY TRUST INC                        | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      1047 | NS      | $21494.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND           | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4057356 | NS      | $4057355.55   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                       | TARGET CORP                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2660 | NS      | $444406.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                                 | ISHARES CORE S P 500 ETF                           | CUSIP: 464287200<br>LEI: N/A                  | Long             |  | RF                | US        |     45540 | NS      | $18640432.80  | 5.32%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Intl Quality Factor ETF                     | ISHARES MSCI INTERNA                               | CUSIP: 46434V456<br>LEI: N/A                  | Long             |  | RF                | US        |    165207 | NS      | $5516261.73   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                       | LENNAR CORP CLASS A                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      6079 | NS      | $533918.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core US Aggregate Bond ETF                       | ISHARES CORE U S AGGREGATE BOND ETF                | CUSIP: 464287226<br>LEI: N/A                  | Long             |  | RF                | US        |     24105 | NS      | $2369280.45   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Oil Fund LP                                | UNITED STATES OIL FUND LP                          | CUSIP: 91232N207<br>LEI: N/A                  | Long             |  | RF                | US        |      4083 | NS      | $286749.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ARCH RESOURCES, INC.                                     | ARCH RESOURCES INC                                 | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |       795 | NS      | $123026.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| G-III APPAREL GROUP, LTD.                                | G III APPAREL GROUP LTD                            | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      3298 | NS      | $71335.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE CO                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6650 | NS      | $918897.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Spdr S&P Emerging Markets Small Cap Etf                  | SPDR S P EMERGING MARKETS SMALLCAP ETF             | CUSIP: 78463X756<br>LEI: N/A                  | Long             |  | RF                | US        |     14790 | NS      | $745416.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR GROUP, INC.                                        | EMCOR GROUP INC                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1020 | NS      | $157998.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     16070 | NS      | $805589.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                               | TERRENO REALTY CORP                                | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1332 | NS      | $78108.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                        | CROWN CASTLE INC                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1183 | NS      | $167311.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                | COLGATE PALMOLIVE CO                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7169 | NS      | $555454.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                             | ENCOMPASS HEALTH CORP                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1716 | NS      | $100351.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                        | PRESTIGE CONSUMER HEALTHCARE INC                   | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1630 | NS      | $100179.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                     | STEEL DYNAMICS INC                                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      5084 | NS      | $528380.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3809 | NS      | $1848088.71   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC.                                   | LUMENTUM HOLDINGS INC                              | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1123 | NS      | $61697.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                              | GREIF INC CL A                                     | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1938 | NS      | $136260.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                       | EXELON CORP                                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     14695 | NS      | $607932.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.                   | INNOVATIVE INDUSTRIAL PROPERTIES INC               | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       536 | NS      | $64968.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS, INC.                                             | VENTAS INC                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      1061 | NS      | $49368.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                           | SBA COMMUNICATIONS CORP                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       295 | NS      | $88293.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                      | GAMING AND LEISURE PROPERTIE                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      2278 | NS      | $119845.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                               | ATKORE INC                                         | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      1227 | NS      | $149878.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                            | RELIANCE STEEL ALUMINUM COMPANY                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       702 | NS      | $148325.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                                   | RUSH ENTERPRISES INC CLASS A                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      3008 | NS      | $155002.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     20263 | NS      | $609308.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard 500 Index Fund                                  | VANGUARD S P 500 ETF                               | CUSIP: 922908363<br>LEI: N/A                  | Long             |  | RF                | US        |      2715 | NS      | $1016740.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP REIT                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1251 | NS      | $276783.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, INC.                                            | MAXIMUS INC                                        | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1473 | NS      | $103551.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                  | AON PLC                                            | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1786 | NS      | $550588.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                               | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1285 | NS      | $82150.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2490 | NS      | $806735.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                              | ALECTOR INC                                        | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      8439 | NS      | $71647.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC.                                    | INVITATION HOMES INC                               | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |      1531 | NS      | $49956.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                                        | AMC NETWORKS INC                                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      2581 | NS      | $51516.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES, INC.                        | EQUITY LIFESTYLE PROPERTIES INC                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       467 | NS      | $31018.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Idx Fund                                        | VANGUARD TOTAL STOCK MARKET ETF                    | CUSIP: 922908769<br>LEI: N/A                  | Long             |  | RF                | US        |     41499 | NS      | $8468285.94   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                            | AMERISOURCEBERGEN CORP                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3477 | NS      | $593489.13    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                                  | QUIDELORTHO CORP                                   | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1363 | NS      | $119412.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                          | AFFILIATED MANAGERS GROUP INC                      | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       832 | NS      | $133469.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                       | CHEMED CORP                                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       241 | NS      | $125320.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VictoryShares Emerging Markets Value Momentum ETF        | VICTORYSHARES EMERGING MARKETS                     | CUSIP: 92647N543<br>LEI: N/A                  | Long             |  | RF                | US        |     16000 | NS      | $644960.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                               | 3M CO                                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4464 | NS      | $562330.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH, INC.                                      | SYNEOS HEALTH INC                                  | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      3557 | NS      | $125490.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORPORATION                   | ZURN ELKAY WATER SOLUTIONS CORPORATION             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      3312 | NS      | $80183.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond Fund           | ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF        | CUSIP: 464288513<br>LEI: N/A                  | Long             |  | RF                | US        |    107334 | NS      | $8120890.44   | 2.32%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC INVESTMENT CORPORATION                              | MGIC INVESTMENT CORP                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     10620 | NS      | $145812.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                                 | MUELLER INDUSTRIES INC                             | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      2854 | NS      | $196269.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                         | CBRE GROUP INC CL A                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       905 | NS      | $72038.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                      | HERSHEY CO                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2510 | NS      | $590276.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                  | GRAHAM HOLDINGS CO                                 | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       275 | NS      | $177012.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                         | TAYLOR MORRISON HOME CORP                          | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      3153 | NS      | $95819.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                                        | T MOBILE US INC                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4033 | NS      | $610838.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3757 | NS      | $2057934.32   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      6542 | NS      | $666498.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA, INC.                                        | IHEARTMEDIA INC                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8363 | NS      | $67238.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                | CONSOLIDATED EDISON INC                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      6047 | NS      | $592847.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                                     | THRYV HOLDINGS INC                                 | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2767 | NS      | $53071.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION               | COGNIZANT TECHNOLOGY SOLUTIONS CORP                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      9138 | NS      | $568474.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO PRICE INDEX FUTURE DEC22                           | TOKYO PRICE INDEX FUTURE DEC22                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       -16 | NC      | $-39887.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VictoryShares ESG Core Plus Bond ETF                     | VICTORYSHARES ESG CORE PLUS BOND ETF               | CUSIP: 92647X863<br>LEI: N/A                  | Long             |  | RF                | US        |    302044 | NS      | $6447914.49   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                               | MANHATTAN ASSOCIATES INC                           | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       692 | NS      | $87150.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6535 | NS      | $651343.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                                        | HILLENBRAND INC                                    | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1297 | NS      | $64850.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                  | KB HOME                                            | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      3436 | NS      | $107856.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                                 | PALO ALTO NETWORKS INC                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      3215 | NS      | $546228.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORPORATION                             | SKYLINE CHAMPION CORP                              | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1871 | NS      | $97273.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                        | MATCH GROUP INC                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      9088 | NS      | $459489.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc                                             | CARGURUS INC                                       | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      5433 | NS      | $71063.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1680 | NS      | $648732.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                       | EQUITY RESIDENTIAL REIT                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       958 | NS      | $62135.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD.                                  | ARCH CAPITAL GROUP LIMITED                         | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      9265 | NS      | $555066.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                              | REGENCY CENTERS CORP                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       412 | NS      | $27369.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                        | RADIAN GROUP INC                                   | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     10679 | NS      | $208988.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC.                                           | WELLTOWER INC                                      | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $79411.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                                       | SITE CENTERS CORP                                  | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      7123 | NS      | $96801.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                     | FULGENT GENETICS INC                               | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      2975 | NS      | $107903.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS, INC.                                               | FIGS INC                                           | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10449 | NS      | $81815.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP.                         | FRANKLIN STREET PROPERTIES CORP                    | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     12562 | NS      | $36681.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                                     | VORNADO REALTY TRUST                               | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $11102.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WORLD FUEL SERVICES CORPORATION                          | WORLD FUEL SERVICES CORPORATIONS                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      4086 | NS      | $116246.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                          | CARLISLE COMPANIES INC                             | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2107 | NS      | $554372.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER, INC.                                       | ZIPRECRUITER INC                                   | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      4900 | NS      | $81144.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                          | MSC INDUSTRIAL DIRECT CO INC                       | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      1964 | NS      | $168570.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                            | FACTSET RESEARCH SYSTEMS INC                       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1097 | NS      | $506035.13    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                               | IRON MOUNTAIN INC                                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       779 | NS      | $42323.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                                   | ITEOS THERAPEUTICS INC                             | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3268 | NS      | $65850.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                           | VERISIGN INC                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      2530 | NS      | $505519.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS, CO.                                      | CRANE HOLDINGS CO                                  | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       472 | NS      | $50003.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                             | GENERAL DYNAMICS CORP                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4591 | NS      | $1158722.49   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                             | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       147 | NS      | $72294.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES, INC.                                  | SIGA TECHNOLOGIES INC                              | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5983 | NS      | $54923.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TEJON RANCH CO.                                          | TEJON RANCH CO                                     | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      3100 | NS      | $60760.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORPORATION                                 | KIMCO REALTY CORP                                  | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      4921 | NS      | $112789.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1314 | NS      | $1136005.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                             | ON SEMICONDUCTOR CORP                              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6753 | NS      | $507825.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES, INC.                                  | BOSTON PROPERTIES INC                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       400 | NS      | $28832.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Gold Shares                                         | SPDR GOLD SHARES ETF                               | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |      8841 | NS      | $1457085.21   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      8559 | NS      | $2183743.26   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                        | INSTALLED BUILDING PRODUCTS                        | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       991 | NS      | $84165.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                          | NATIONAL HEALTH INVESTORS INC                      | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      2031 | NS      | $114264.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                        | LATTICE SEMICONDUCTOR                              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2351 | NS      | $171223.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     15101 | NS      | $1662922.12   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                               | APPLE INC                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     36173 | NS      | $5354689.19   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                    | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4057356 | NS      | $4057355.55   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LIMITED                             | TRITON INTERNATIONAL LTD BER                       | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2376 | NS      | $160308.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                           | PROLOGIS INC                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2498 | NS      | $294239.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xtrackers USD High Yld Corporate Bd ETF                  | XTRACKERS USD HIGH YIELD CORPORATE BOND ETF        | CUSIP: 233051432<br>LEI: N/A                  | Long             |  | RF                | US        |     42134 | NS      | $1458679.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORPORATION                             | TENET HEALTHCARE CORP                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2001 | NS      | $92406.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                            | EQUINIX INC                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       241 | NS      | $166446.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                           | OFFICE PROPERTIES INCOME TRUST                     | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2774 | NS      | $42414.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO LOGISTICS, INC.                                      | XPO LOGISTICS INC                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      1884 | NS      | $72760.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     12305 | NS      | $595685.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                             | SHERWIN WILLIAMS CO                                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2124 | NS      | $529258.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE LIBERTY PROPERTIES, INC.                             | ONE LIBERTY PROPERTIES INC                         | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |      1831 | NS      | $43651.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                           | CONOCOPHILLIPS                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      5027 | NS      | $620884.77    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                                     | WEYERHAEUSER CO                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      2021 | NS      | $66106.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                               | OTIS WORLDWIDE CORP                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6496 | NS      | $507272.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                   | CATHAY GENERAL BANCORP                             | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      5287 | NS      | $245686.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                   | ISHARES CORE MSCI EMERGING                         | CUSIP: 46434G103<br>LEI: N/A                  | Long             |  | RF                | US        |     73363 | NS      | $3562507.28   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LIMITED                                     | ENSTAR GROUP LTD                                   | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |       651 | NS      | $141911.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORPORATION                                     | HUNTSMAN CORP                                      | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      2562 | NS      | $71172.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                             | ANTERO RESOURCES CORP                              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      3245 | NS      | $118604.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                                 | NORTHWESTERN CORP                                  | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      2637 | NS      | $154027.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                          | UGI CORP                                           | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     12583 | NS      | $486332.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Short-Term Corporate Bond Idx Fd                | VANGUARD SHORT TERM CORPORATE BOND ETF             | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |     23551 | NS      | $1778100.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                                | NU SKIN ENTERPRISES INC CLASS A                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      1890 | NS      | $78831.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX, INC.                                               | EBIX INC                                           | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      3276 | NS      | $62211.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     29771 | NS      | $1480214.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                               | UNUM GROUP                                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      3784 | NS      | $159609.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                         | ACCENTURE PLC                                      | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2206 | NS      | $663851.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                        | NUCOR CORP                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      7489 | NS      | $1122975.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan BetaBuilders Canada ETF                         | JPMORGAN BETABUILDERS CANADA ETF                   | CUSIP: 46641Q225<br>LEI: N/A                  | Long             |  | RF                | US        |     15061 | NS      | $921883.81    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC.                                           | STEELCASE INC CL A                                 | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      6952 | NS      | $55129.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                            | EVERTEC INC                                        | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2999 | NS      | $101276.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                      | SANMINA CORP                                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2610 | NS      | $172494.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC.                                     | VICI PROPERTIES INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2835 | NS      | $96957.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                     | M T BANK CORP                                      | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3093 | NS      | $525871.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                              | HEALTHPEAK PROPERTIES INC                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      1454 | NS      | $38182.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP, INC.                                       | ZILLOW GROUP INC                                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       603 | NS      | $22901.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                              | HALOZYME THERAPEUTICS INC                          | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      3864 | NS      | $221252.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                     | KONTOOR BRANDS INC                                 | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2786 | NS      | $121051.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                    | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       378 | NS      | $58820.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2594 | NS      | $1382394.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORO COMPANY                                         | TORO CO                                            | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       497 | NS      | $55162.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP, INC.                                | MDU RESOURCES GROUP INC                            | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4288 | NS      | $135029.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA, INC.                                    | WILLIAMS SONOMA INC                                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1071 | NS      | $125199.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                   | ARTISAN PARTNERS ASSET MA A                        | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      3252 | NS      | $112811.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                                        | MASCO CORP                                         | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      9470 | NS      | $480886.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                            | WD 40 CO                                           | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       503 | NS      | $84252.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                    | CAMDEN PROPERTY TRUST                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       263 | NS      | $31646.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco FTSE RAFI Developed Mkts ex-US ETF               | INVESCO FTSE RAFI DEVELOPED MARKETS EX US ETF      | CUSIP: 46138E743<br>LEI: N/A                  | Long             |  | RF                | US        |     43991 | NS      | $1861699.12   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INCORPORATED                                   | SYNAPTICS INCORPORATED                             | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1196 | NS      | $126740.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                            | LOUISIANA PACIFIC CORP                             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      3324 | NS      | $212071.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                               | EMERGENT BIOSOLUTIONS INC                          | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      4242 | NS      | $52176.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 FUTURE DEC22                               | EURO STOXX 50 FUTURE DEC22                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        91 | NC      | $366316.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                                       | SPS COMMERCE INC                                   | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       899 | NS      | $127891.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY, INC                           | REXFORD INDUSTRIAL REALTY INC                      | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      2197 | NS      | $121472.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS, INC.                                           | AMEDISYS INC                                       | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      1012 | NS      | $92183.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                                      | TTEC HOLDINGS INC                                  | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      1040 | NS      | $49868.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                                           | SIGNATURE BANK NEW YORK NY                         | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      3092 | NS      | $431334.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTIPLAN CORPORATION                                    | MULTIPLAN CORP                                     | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26186 | NS      | $39017.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VictoryShares USAA Core Short-Term Bond ETF              | VICTORYSHARES USAA CORE SHORT                      | CUSIP: 92647N535<br>LEI: N/A                  | Long             |  | RF                | US        |    103145 | NS      | $5024357.98   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA, INC.                                               | SAIA INC                                           | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       401 | NS      | $97679.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                         | HARMONY BIOSCIENCES HOLDINGS INC                   | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1039 | NS      | $62101.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST, INC.                      | FIRST INDUSTRIAL REALTY TRUST                      | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1825 | NS      | $92253.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                               | PACCAR INC                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     10600 | NS      | $1122646.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                          | WESTERN ALLIANCE BANCORP                           | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1248 | NS      | $85537.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                           | PERDOCEO EDUCATION CORP                            | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     10197 | NS      | $146326.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                  | TEXAS PACIFIC LAND CORP                            | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $101109.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Intl Momentum Factor ETF                    | ISHARES MSCI INTERNAL MOM                          | CUSIP: 46434V449<br>LEI: N/A                  | Long             |  | RF                | US        |    146564 | NS      | $4641681.88   | 1.32%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCURY GENERAL CORPORATION                              | MERCURY GENERAL CORP                               | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      2751 | NS      | $99806.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                         | AUTONATION INC                                     | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1691 | NS      | $209531.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                     | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4057356 | NS      | $4057355.55   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY CO                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4362 | NS      | $1618650.96   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                      | CHEVRON CORP                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4373 | NS      | $801614.63    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Developed Markets Index Fund                    | VANGUARD FTSE DEVELOPED MARKET                     | CUSIP: 921943858<br>LEI: N/A                  | Long             |  | RF                | US        |    584901 | NS      | $25390552.41  | 7.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                               | MERITAGE CORPORATION                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       990 | NS      | $85545.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VictoryShares USAA Core Intermediate-Term Bond ETF       | VICTORYSHARES USAA CORE INTERM                     | CUSIP: 92647N527<br>LEI: N/A                  | Long             |  | RF                | US        |    647046 | NS      | $29661623.91  | 8.46%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                  | REPUBLIC SERVICES INC                              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      4116 | NS      | $573317.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                               | ADOBE INC                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1772 | NS      | $611215.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG INDEX FUTURE DEC22                             | HANG SENG INDEX FUTURE DEC22                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |       -19 | NC      | $-117824.74   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                            | RAYMOND JAMES FINANCIAL INC                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      4118 | NS      | $481394.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                           | WALGREENS BOOTS ALLIANCE INC                       | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     13564 | NS      | $562906.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC.                                             | OVINTIV INC                                        | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1384 | NS      | $77171.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION                          | NATIONAL HEALTHCARE CORP                           | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1863 | NS      | $114835.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                                              | KFORCE INC                                         | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1263 | NS      | $74605.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                                      | DIODES INC                                         | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1276 | NS      | $117685.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH MCLENNAN COS                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3413 | NS      | $591063.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                           | INNOVIVA INC                                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      7472 | NS      | $98107.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                         | ZIFF DAVIS INC                                     | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      1799 | NS      | $165975.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                                       | NMI HOLDINGS INC                                   | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      9856 | NS      | $212199.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                        | CIGNA CORP                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4013 | NS      | $1319835.57   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     17857 | NS      | $696065.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                 | AMERICAN EXPRESS CO                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3790 | NS      | $597266.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                  | MICRON TECHNOLOGY INC                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      8828 | NS      | $508934.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                          | UNITED THERAPEUTICS CORP                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       568 | NS      | $158977.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                              | CROCS INC                                          | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1349 | NS      | $136249.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORPORATION                            | AMERICAN WOODMARK CORP                             | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      1919 | NS      | $104009.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORPORATION                     | INTERNATIONAL BANCSHARES CORPORATION               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      4425 | NS      | $233109.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Canada ETF                                  | ISHARES MSCI CANADA ETF                            | CUSIP: 464286509<br>LEI: N/A                  | Long             |  | RF                | US        |    103640 | NS      | $3647091.60   | 1.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Schwab Fundamental Intl Small Company Index ETF          | SCHWAB FUNDAMENTAL INTERNATIONAL SMALL COMPANY IND | CUSIP: 808524748<br>LEI: N/A                  | Long             |  | RF                | US        |     91800 | NS      | $2918322.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Mortgage-Backed Secs Idx Fund                   | VANGUARD MORTGAGE BACKED SECURITIES ETF            | CUSIP: 92206C771<br>LEI: N/A                  | Long             |  | RF                | US        |     37883 | NS      | $1746027.47   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                   | MEDPACE HOLDINGS INC                               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       546 | NS      | $114599.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                     | ECHOSTAR CORP                                      | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      5280 | NS      | $91872.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                         | ESSENT GROUP LTD                                   | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      4995 | NS      | $200249.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP.                                    | AGNC INVESTMENT CORP                               | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      6730 | NS      | $67232.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                            | REGIONS FINANCIAL CORP                             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     21857 | NS      | $507300.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES, INC.                                    | THOR INDUSTRIES INC                                | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      1104 | NS      | $95098.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.                       | KULICKE SOFFA INDUSTRIES INC                       | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      1429 | NS      | $68520.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                              | BIOGEN INC                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1892 | NS      | $577381.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1345 | NS      | $741135.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                                  | SIGNET JEWELERS LTD                                | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      1156 | NS      | $75140.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      7098 | NS      | $660610.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                         | CALIFORNIA RESOURCES CORP                          | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      2829 | NS      | $128380.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                               | ADEIA INC                                          | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5350 | NS      | $59117.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                        | SM ENERGY CO                                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2632 | NS      | $113465.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                               | CULLEN FROST BANKERS INC                           | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       561 | NS      | $81384.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST, INC.                           | MEDICAL PROPERTIES TRUST INC                       | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      1587 | NS      | $20821.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Barclays 7-10 Year Treasury Bond Fund            | ISHARES 7 10 YEAR TREASURY BOND ETF                | CUSIP: 464287440<br>LEI: N/A                  | Long             |  | RF                | US        |     11250 | NS      | $1098112.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard FTSE All World ex US Index Fund Investor Shares | VANGUARD FTSE ALL WORLD EX US ETF                  | CUSIP: 922042775<br>LEI: N/A                  | Long             |  | RF                | US        |     74796 | NS      | $3881912.40   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                                     | ENPHASE ENERGY INC                                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1792 | NS      | $574497.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                    | QUALCOMM INC                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4972 | NS      | $628908.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                | COMMERCIAL METALS COMPANY                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1988 | NS      | $97849.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                         | DYNAVAX TECHNOLOGIES CORP                          | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      4340 | NS      | $53859.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| THE BANCORP, INC.                                        | BANCORP INC THE                                    | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3125 | NS      | $93656.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S P TORONTO STOCK EXCHANGE 60 INDEX FUTURE DEC22         | S P TORONTO STOCK EXCHANGE 60 INDEX FUTURE DEC22   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        27 | NC      | $156810.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                          | ALKERMES PLC                                       | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4886 | NS      | $121075.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                                | WR BERKLEY CORP                                    | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      7500 | NS      | $572100.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                       | CADRE HOLDINGS INC                                 | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1664 | NS      | $43164.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION                                          | NCR CORP                                           | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      3060 | NS      | $73042.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                             | INGLES MARKETS INC CLASS A                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1679 | NS      | $169746.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORPORATION                                 | MARATHON OIL CORP                                  | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     16117 | NS      | $493663.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                       | WATERS CORP                                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1492 | NS      | $517127.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 0-5 Year TIPS Bond ETF                           | ISHARES 0 5 YEAR TIPS BOND ETF                     | CUSIP: 46429B747<br>LEI: N/A                  | Long             |  | RF                | US        |     15737 | NS      | $1537190.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                            | SEMPRA ENERGY                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3555 | NS      | $590805.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                      | WW GRAINGER INC                                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1775 | NS      | $1070431.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                           | MARATHON PETROLEUM CORP                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4634 | NS      | $564467.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                             | SPROUTS FARMERS MARKET INC                         | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      5671 | NS      | $194685.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                 | PATHWARD FINANCIAL INC                             | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      3879 | NS      | $168852.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                              | DICK S SPORTING GOODS INC                          | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       904 | NS      | $108100.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6798 | NS      | $1946947.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES, INC.                             | SERVISFIRST BANCSHARES INC                         | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2015 | NS      | $152777.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                               | JABIL INC                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1708 | NS      | $123300.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                             | STURM RUGER COMPANY                                | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1219 | NS      | $66959.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST, INC.                               | DIGITAL REALTY TRUST INC                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       759 | NS      | $85357.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF                               | ISHARES CORE MSCI EAFE ETF                         | CUSIP: 46432F842<br>LEI: N/A                  | Long             |  | RF                | US        |    103179 | NS      | $6505435.95   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP.                                    | SL GREEN REALTY CORP                               | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      1378 | NS      | $57820.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco FTSE RAFI Emerging Markets ETF                   | INVESCO FTSE RAFI EMERGING MARKETS ETF             | CUSIP: 46138E727<br>LEI: N/A                  | Long             |  | RF                | US        |    240641 | NS      | $4348382.87   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                                     | UFP INDUSTRIES INC                                 | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1210 | NS      | $99050.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC.                               | VANDA PHARMACEUTICALS INC                          | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      7906 | NS      | $86254.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                             | CUMMINS INC                                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2205 | NS      | $553807.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                        | FEDEX CORP                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3120 | NS      | $568526.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX SPI 200 INDEX FUTURE DEC22                           | ASX SPI 200 INDEX FUTURE DEC22                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       -22 | NC      | $-140312.23   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT, INC.                      | WORLD WRESTLING ENTERTAINMENT INC                  | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      2214 | NS      | $176854.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                                         | PDC ENERGY INC                                     | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      1808 | NS      | $134370.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                                | MSCI INC COMMON                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       967 | NS      | $491071.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                      | ALLISON TRANSMISSION HOLDING INC                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      4280 | NS      | $191744.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                 | GROUP 1 AUTOMOTIVE INC                             | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       879 | NS      | $169945.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                                | VALERO ENERGY CORP                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4014 | NS      | $536350.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.                  | MID AMERICA APARTMENT COMM                         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       308 | NS      | $50783.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                                  | SIRIUS XM HOLDINGS INC                             | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    150998 | NS      | $979977.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Masonite International Corporation                       | MASONITE INTERNATIONAL CORP                        | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      1210 | NS      | $91076.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                 | DOMO INC                                           | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      5753 | NS      | $82267.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                                  | NATIONAL BEVERAGE CORP                             | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      2597 | NS      | $133823.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Short-Term Bond Index Fund                      | VANGUARD SHORT TERM BOND ETF                       | CUSIP: 921937827<br>LEI: N/A                  | Long             |  | RF                | US        |     82684 | NS      | $6242642.00   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard FTSE Emerging Markets Shares ETF AUD            | VANGUARD FTSE EMERGING MARKETS ETF                 | CUSIP: 922042858<br>LEI: N/A                  | Long             |  | RF                | AU        |    299292 | NS      | $12127311.84  | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                    | AMERICAN HOMES 4 RENT                              | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       855 | NS      | $28274.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                    | ARCUS BIOSCIENCES INC                              | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4138 | NS      | $145533.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                                     | TERADATA CORP                                      | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1772 | NS      | $60513.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     16864 | NS      | $1877637.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON JOHNSON                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5284 | NS      | $940552.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                                | CNX RESOURCES CORP                                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      3549 | NS      | $61646.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                                 | EXTRA SPACE STORAGE INC                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $57848.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                         | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      2866 | NS      | $86782.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6354 | NS      | $750407.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                       | CINTAS CORP                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1166 | NS      | $538435.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      7943 | NS      | $659507.29    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST, INC.                               | ESSEX PROPERTY TRUST INC                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       175 | NS      | $38566.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.                       | RYMAN HOSPITALITY PROPERTIES INC                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1239 | NS      | $113405.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                          | AUTOMATIC DATA PROCESSING INC                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2371 | NS      | $626275.94    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC CLASS C                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15663 | NS      | $1589011.35   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS, INC.                                   | ONEMAIN HOLDINGS INC                               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      3091 | NS      | $121661.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                                   | WARRIOR MET COAL INC                               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      2556 | NS      | $94111.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                             | CF INDUSTRIES HOLDINGS INC                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      4529 | NS      | $489992.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC.                                        | PJT PARTNERS INC                                   | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1601 | NS      | $123293.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                   | OTTER TAIL CORP                                    | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2371 | NS      | $141382.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                           | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      3408 | NS      | $129469.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                               | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4057356 | NS      | $4057355.55   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                         | AGCO CORP                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       683 | NS      | $90647.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                                       | PROG HOLDINGS INC                                  | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      3118 | NS      | $61393.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab Fundamental EM Large Company Index ETF            | SCHWAB FUNDAMENTAL EMERGING MARKETS LARGE COMPANY  | CUSIP: 808524730<br>LEI: N/A                  | Long             |  | RF                | US        |    430014 | NS      | $11339469.18  | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY, INC.                                    | AVID TECHNOLOGY INC                                | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      2695 | NS      | $75675.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      7206 | NS      | $1300394.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES, INC.                                    | SUN COMMUNITIES INC                                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       301 | NS      | $44216.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     17547 | NS      | $1408673.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT, INC.                                         | PERFICIENT INC                                     | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      1173 | NS      | $83341.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION                          | UNITED STATES STEEL CORP                           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      2933 | NS      | $77108.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                                  | HF SINCLAIR CORP                                   | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1112 | NS      | $69322.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NP SPE II LLC                                            | NP SPE II LLC                                      | CUSIP: 62946AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23554 | PA      | $22150.29     | 0.01%             | 2047-10-21      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC.                              | LPL FINANCIAL HOLDINGS INC                         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      2073 | NS      | $490699.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** USAA Mutual Funds Trust

**Signature:** James K. De Vries

**Name of Signer:** James K. De Vries

**Title:** Treasurer