# EDGAR Filing Document

**Accession Number:** 0000924211
**File Stem:** 0001145549-23-018848
**Filing Date:** 2023-3
**Character Count:** 476734
**Document Hash:** f4ac9ea5e818e2b35d4451ec96ae2cf8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018848.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018848

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY STRATEGIC ASSET ALLOCATIONS INC
- **CENTRAL INDEX KEY:** 0000924211
- **IRS NUMBER:** 431677617
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08532
- **FILM NUMBER:** 23768409

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** 816-531-5575

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TWENTIETH CENTURY STRATEGIC PORTFOLIOS INC /MO/
- **DATE OF NAME CHANGE:** 19951130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TWENTIETH CENTURY INSTITUTIONAL PORTFILIOS INC
- **DATE OF NAME CHANGE:** 19940531

## Series and Classes Contracts Data

### STRATEGIC ALLOCATION: AGGRESSIVE FUND (Series ID: S000005931)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000016318 | R CLASS        | AAARX           |
| C000016319 | INVESTOR CLASS | TWSAX           |
| C000016320 | A CLASS        | ACVAX           |
| C000016321 | I CLASS        | AAAIX           |
| C000016324 | C CLASS        | ASTAX           |
| C000131619 | R6 CLASS       | AAAUX           |
| C000189654 | R5 CLASS       | ASAUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century Strategic Asset Allocations Inc

- **b. Investment Company Act file number:** 811-08532

- **c. CIK number of Registrant:** 0000924211

- **d. LEI of Registrant:** 549300YCXWBI423CCU36

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

  - **Street Address 1:** 4500 Main St

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

  - **Telephone number:** 816-531-5575

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

- **a. Name of Series:** Strategic Allocation: Aggressive Fund

- **b. EDGAR series identifier (if any):** S000005931

- **c. LEI of Series:** 26I7F3XZEFTX2JP4T971

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $654750389.02

**Total Liabilities:** $3252778.54

**Net Assets:** $651497610.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000016318 | 6.89%                | -3.53%               | 6.27%                |
| Class ID C000016319 | 6.79%                | -3.49%               | 6.35%                |
| Class ID C000016320 | 6.87%                | -3.55%               | 6.42%                |
| Class ID C000016321 | 6.86%                | -3.46%               | 6.42%                |
| Class ID C000016324 | 6.86%                | -3.61%               | 6.35%                |
| Class ID C000131619 | 6.88%                | -3.46%               | 6.45%                |
| Class ID C000189654 | 6.86%                | -3.31%               | 6.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $535057.76               | $40518455.71                               |
| Month 2  | $2722365.49              | $-28045188.74                              |
| Month 3  | $-397687.40              | $39003290.14                               |

**Designated Index Information**

- **Index Name:** Strat Agg Composite Index

- **Index Identifier:** ACSAGG_S23

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-21567.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD AUD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-6744.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-171237.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-61.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-166.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-15.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-328.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $13.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $11.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $99.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-4182.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $144.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | SOLD CHF/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3080.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD THB/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-6945.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD CNY/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-150936.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-12216.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1792.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3008.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-195.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-4720.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-8.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-76.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD NOK/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $234.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $191.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-57557.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $251.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT NOK/SOLD USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-56.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT NOK/SOLD USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-37.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT NOK/SOLD USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-65.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT NOK/SOLD USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-53.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT NOK/SOLD USD                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-142.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-49.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-84.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-43.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-134.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD GBP/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-166.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-324.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | BOUGHT EUR/SOLD USD                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $42.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $215.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $145.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-68.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-6485.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-29.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-115.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-0.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT CAD/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $141.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-66.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $475.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $272.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT GBP/SOLD USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $262.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-96.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-271.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT CAD/SOLD USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $99.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-309.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-9849.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | MARKIT CDX.NA.HY.38 06/27                                                                       | CUSIP: SPKC06BZ5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   7227000 | OU      | $323664.68    | 0.05%             | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN Amro Mortgage Corp                                                                                                        | ABN Amro Mortgage Corp 5.50                                                                     | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2556 | PA      | $2317.21      | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                                                      | AT&T Inc 4.90 08/15/2037                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57294.74     | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Avi Funding Co Ltd                                                                                                            | Avi Funding Co Ltd 3.80 09/16/2025                                                              | CUSIP: 002364AB3<br>LEI: 549300NT8YUG1K5KO238 | Long             | DBT              | CORP              | KY        |    143000 | PA      | $138680.22    | 0.02%             | 2025-09-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                               | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163077 | PA      | $160053.54    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                                                    | AbbVie Inc 4.40 11/06/2042                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258956.24    | 0.04%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust 2004-4                                                                                         | Adjustable Rate Mortgage Trust 2004-4 3.96                                                      | CUSIP: 007036DP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7161 | PA      | $7060.63      | 0.00%             | 2035-03-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                                                                                               | Aerojet Rocketdyne Holdings Inc                                                                 | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      1205 | NS      | $67383.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aircastle Ltd                                                                                                                 | Aircastle Ltd (pfd) 5.25% 09/15/2171 Perpetual                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |    174000 | NS      | $143550.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinghi Funding Co LLC                                                                                                        | Alinghi Funding Co LLC 0.00 07/13/2023                                                          | CUSIP: 01626GUD6<br>LEI: 549300VRDDZC1N8S3N22 | Long             | STIV             | CORP              | US        |    700000 | PA      | $684406.33    | 0.11%             | 2023-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alinghi Funding Co LLC                                                                                                        | Alinghi Funding Co LLC 0.00 03/21/2023                                                          | CUSIP: 01627C2W3<br>LEI: 549300VRDDZC1N8S3N22 | Long             | STIV             | CORP              | US        |    600000 | PA      | $596219.65    | 0.09%             | 2023-03-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                                                       | ATI Inc 4.88 10/01/2029                                                                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $219880.80    | 0.03%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Allen C. Stonecipher Life Insur Trust (01751LAA0 only)                                                                        | Allen C Stonecipher Life Insurance Trust 4.39 01/01/2071                                        | CUSIP: 01751LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5000.00      | 0.00%             | 2071-01-01      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                                                                         | Antero Resources Corp 7.63 02/01/2029                                                           | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66560.99     | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2017-A LLC                                                                                | BRE Grand Islander Timeshare Issuer 2017-A LLC 2.94                                             | CUSIP: 05584AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33565 | PA      | $32525.04     | 0.00%             | 2029-05-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage 2004-E Trust                                                                                         | Banc of America Mortgage 2004-E Trust 3.59                                                      | CUSIP: 05949AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27087 | PA      | $25876.72     | 0.00%             | 2034-06-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                                              | Bank of Montreal/Chicago IL 4.94 09/12/2023                                                     | CUSIP: 06367D2V6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |   3500000 | PA      | $3507805.32   | 0.54%             | 2023-09-12      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                       | Bay Area Toll Authority 6.92% 04/01/2040                                                        | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $121911.62    | 0.02%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                                                                    | Blackbird Capital Aircraft 2.44                                                                 | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210620 | PA      | $179046.15    | 0.03%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                                                                           | Province of British Columbia Canada 2.85 06/18/2025                                             | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    201000 | PA      | $148017.61    | 0.02%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                                                                | Burlington Northern Santa Fe LLC 4.45 03/15/2043                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11486.83     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                                                                | Burlington Northern Santa Fe LLC 4.15 04/01/2045                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73239.00     | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                                                                                          | AGNC Investment Corp                                                                            | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      9920 | NS      | $115072.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Agree Realty Corp                                                                                                             | Agree Realty Corp                                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1014 | NS      | $75674.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                                                           | Alexandria Real Estate Equities Inc                                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       754 | NS      | $121197.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                                                                                         | American Homes 4 Rent                                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      2411 | NS      | $82673.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                                                                                         | Essential Properties Realty Trust Inc                                                           | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5429 | NS      | $138330.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                                                                                             | Gaming and Leisure Properties Inc                                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      3168 | NS      | $169678.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                                                                                     | Healthpeak Properties Inc                                                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      3722 | NS      | $102280.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                                                                                     | Host Hotels & Resorts Inc                                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      6076 | NS      | $114532.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Ltd                                                                                                             | H World Group Ltd                                                                               | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |      1640 | NS      | $77867.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                                                                                             | Hyatt Hotels Corp                                                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       610 | NS      | $66563.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                                                                                             | Iron Mountain Inc                                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      3001 | NS      | $163794.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                                                                                       | Kite Realty Group Trust                                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5412 | NS      | $117440.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                                                                                         | Mid-America Apartment Communities Inc                                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1008 | NS      | $168053.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Lung Properties Ltd                                                                                                      | Hang Lung Properties Ltd                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     17000 | NS      | $32054.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                                                                                                                | NETSTREIT Corp                                                                                  | CUSIP: 64119V303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1950 | NS      | $39253.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                                                                                        | CapitaLand Integrated Commercial Trust                                                          | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |     68000 | NS      | $111257.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orix JREIT Inc                                                                                                                | Orix JREIT Inc                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        36 | NS      | $49531.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                                                                  | Prologis Inc                                                                                    | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5973 | NS      | $772189.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                                                                            | Realty Income Corp                                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      3384 | NS      | $229536.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     16530 | NS      | $16530.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                                                                    | AbbVie Inc                                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3194 | NS      | $471913.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                                                                     | Adobe Inc                                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       304 | NS      | $112583.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                                                                    | Advanced Micro Devices Inc                                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      3712 | NS      | $278956.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Developments PLC                                                                                                      | Barratt Developments PLC                                                                        | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |     90762 | NS      | $515866.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                                                                      | Agilent Technologies Inc                                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2959 | NS      | $450004.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                                                                                    | Airbnb Inc                                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       950 | NS      | $105554.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                                                                                                | Air Products and Chemicals Inc                                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       817 | NS      | $261856.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                                                                  | Alphabet Inc                                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16174 | NS      | $1598638.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                                                                | Amazon.com Inc                                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      9631 | NS      | $993245.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Century STOXX US Quality Growth ETF                                                                                  | American Century STOXX US Quality Growth ETF                                                    | CUSIP: 025072307<br>LEI: N/A                  | Long             | EC               | RF                | US        |    495307 | NS      | $30902203.73  | 4.74%             |  |  |  | No            |                  1 | On Loan: No      |
| American Century Focused Dynamic Growth ETF                                                                                   | American Century Focused Dynamic Growth ETF                                                     | CUSIP: 025072810<br>LEI: 549300MMFMEOSJ07O081 | Long             | EC               | RF                | US        |    560176 | NS      | $32254822.04  | 4.95%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                                                                           | American Express Co                                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1330 | NS      | $232656.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                                                                      | Ameriprise Financial Inc                                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       954 | NS      | $334014.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                                                                     | Amgen Inc                                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1160 | NS      | $292784.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                                                                            | Analog Devices Inc                                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2681 | NS      | $459711.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                                                                     | Apple Inc                                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     12021 | NS      | $1734510.09   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                                                                         | Applied Materials Inc                                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4108 | NS      | $458000.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                                                        | Standard Chartered PLC                                                                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     53646 | NS      | $450605.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                                                               | AstraZeneca PLC                                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      8161 | NS      | $533484.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autohome Inc                                                                                                                  | Autohome Inc                                                                                    | CUSIP: 05278C107<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10624 | NS      | $370352.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                                                                     | Ball Corp                                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      3827 | NS      | $222884.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                                                                          | Bank of America Corp                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      3715 | NS      | $131808.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey PLC                                                                                                             | Taylor Wimpey PLC                                                                               | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    358924 | NS      | $520770.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                                                                 | BlackRock Inc                                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       548 | NS      | $416047.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                                                                          | Booking Holdings Inc                                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        87 | NS      | $211766.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                                                               | AstraZeneca PLC                                                                                 | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      6009 | NS      | $787253.84    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                                                       | Bristol-Myers Squibb Co                                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7472 | NS      | $542840.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                                                                                   | CDW Corp/DE                                                                                     | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $411663.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                                                                                                    | Cigna Corp                                                                                      | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2118 | NS      | $670707.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                                                               | CVS Health Corp                                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      4590 | NS      | $404929.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                                                                                    | Cadence Design Systems Inc                                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1037 | NS      | $189594.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                                                                                                  | Canadian Pacific Railway Ltd                                                                    | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10793 | NS      | $851888.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                                                                    | Chipotle Mexican Grill Inc                                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $107014.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                                                                    | Cisco Systems Inc                                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     15630 | NS      | $760712.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                                                                                   | Cognex Corp                                                                                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      1758 | NS      | $96232.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                                                                          | Colgate-Palmolive Co                                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2278 | NS      | $169779.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                                                                | ConocoPhillips                                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8137 | NS      | $991656.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                                                                         | Costco Wholesale Corp                                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       512 | NS      | $261703.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                                                                                   | Cummins Inc                                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1413 | NS      | $352600.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                                                                                            | Banco do Brasil SA                                                                              | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |     54200 | NS      | $435944.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                                                                                          | Deckers Outdoor Corp                                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       454 | NS      | $194075.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                                                                    | Deere & Co                                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       419 | NS      | $177169.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                                                                                            | Walt Disney Co/The                                                                              | CUSIP: 254687106<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | EC               | CORP              | US        |      2963 | NS      | $321455.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                                                                    | Ecolab Inc                                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1083 | NS      | $167680.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                                                                                     | Edwards Lifesciences Corp                                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3950 | NS      | $302965.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                                                                                           | Electronic Arts Inc                                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1282 | NS      | $164967.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp                                                                                                               | ERO Copper Corp                                                                                 | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |     31995 | NS      | $525414.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASOS PLC                                                                                                                      | ASOS PLC                                                                                        | CUSIP: N/A<br>LEI: 213800H8DBB8JSKDW630       | Long             | EC               | CORP              | GB        |     28568 | NS      | $309083.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                                  | Barclays PLC                                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    308024 | NS      | $708082.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                                                                | Kingfisher PLC                                                                                  | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |     92750 | NS      | $319979.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                                                                         | GFL Environmental Inc                                                                           | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |     11021 | NS      | $340108.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                                                                                          | Generac Holdings Inc                                                                            | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $62712.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                                                                     | Airbus SE                                                                                       | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |      2881 | NS      | $361178.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                                                                                                 | HDFC Bank Ltd                                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      8331 | NS      | $561176.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                                                           | LVMH Moet Hennessy Louis Vuitton SE                                                             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       952 | NS      | $831072.79    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                                                                     | Thales SA                                                                                       | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      1328 | NS      | $175640.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                                                                  | Capgemini SE                                                                                    | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      3445 | NS      | $653811.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                                                            | Home Depot Inc/The                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2214 | NS      | $717712.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                                                                                            | Publicis Groupe SA                                                                              | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |      5528 | NS      | $389943.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                                                   | Honeywell International Inc                                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1832 | NS      | $381935.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                                                                    | Humana Inc                                                                                      | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       423 | NS      | $216449.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | Intercontinental Exchange Inc                                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1933 | NS      | $207894.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                                                                                                | Continental AG                                                                                  | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |      9604 | NS      | $674346.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                                                                                                      | iShares Core S&P 500 ETF                                                                        | CUSIP: 464287200<br>LEI: N/A                  | Long             | EC               | RF                | US        |      1306 | NS      | $533252.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                           | JPMorgan Chase & Co                                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      4482 | NS      | $627300.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                                                                                     | Keysight Technologies Inc                                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2226 | NS      | $399233.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                                                                 | Kroger Co/The                                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      5853 | NS      | $261219.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                                                                      | Estee Lauder Cos Inc/The                                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       262 | NS      | $72594.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                                                                        | Liberty Media Corp-Liberty Formula One                                                          | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1604 | NS      | $113563.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                                                                | Eli Lilly & Co                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       447 | NS      | $153835.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linamar Corp                                                                                                                  | Linamar Corp                                                                                    | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |      9870 | NS      | $504052.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                                                          | Lockheed Martin Corp                                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1055 | NS      | $488739.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                                                            | Banco Bilbao Vizcaya Argentaria SA                                                              | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     79924 | NS      | $564564.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                                                        | Mercedes-Benz Group AG                                                                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     12019 | NS      | $894358.15    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                                                                                        | UCB SA                                                                                          | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      4843 | NS      | $397632.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                                                      | Marsh & McLennan Cos Inc                                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1950 | NS      | $341074.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                                                                                    | Masco Corp                                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      3737 | NS      | $198808.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                                                                                   | Bayerische Motoren Werke AG                                                                     | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |     10427 | NS      | $1062142.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                                                                | Mastercard Inc                                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1396 | NS      | $517357.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                                                                | Merck & Co Inc                                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3770 | NS      | $404935.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                                                                                                      | Aegon NV                                                                                        | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |     56213 | NS      | $310059.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                                                                | Microsoft Corp                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     11485 | NS      | $2846097.85   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                                                                                    | Mondelez International Inc                                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      5225 | NS      | $341924.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                                                | Morgan Stanley                                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      7262 | NS      | $706810.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd                                                                                                          | Hyundai Mobis Co Ltd                                                                            | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |      1694 | NS      | $283248.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                                                                            | NextEra Energy Inc                                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9820 | NS      | $732866.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                                                                      | NIKE Inc                                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1418 | NS      | $180553.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                                                                         | Norfolk Southern Corp                                                                           | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       973 | NS      | $239173.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                                                                   | NVIDIA Corp                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3348 | NS      | $654098.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                                                                                    | Samsung Electronics Co Ltd                                                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      9839 | NS      | $490082.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                                                  | Takeda Pharmaceutical Co Ltd                                                                    | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     15300 | NS      | $480991.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazen Corp                                                                                                                  | Yamazen Corp                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5400 | NS      | $44231.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                                                                          | Parker-Hannifin Corp                                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       517 | NS      | $168542.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                                                   | Novartis AG                                                                                     | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      4455 | NS      | $402772.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                                                                               | Adecco Group AG                                                                                 | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |     17029 | NS      | $632469.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                                                   | PepsiCo Inc                                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3866 | NS      | $661163.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                                                                           | EssilorLuxottica SA                                                                             | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      3106 | NS      | $569886.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                                                | BNP Paribas SA                                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      5371 | NS      | $368890.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                                                                | Lonza Group AG                                                                                  | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      1285 | NS      | $733017.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                                                                                           | Cie de Saint-Gobain                                                                             | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      2002 | NS      | $114977.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                                                                       | Procter & Gamble Co/The                                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3211 | NS      | $457182.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                                                                  | Prologis Inc                                                                                    | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7005 | NS      | $905606.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                                                                      | Prudential Financial Inc                                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2878 | NS      | $302017.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                                                                        | Regions Financial Corp                                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     24547 | NS      | $577836.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                                                                                    | ResMed Inc                                                                                      | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $84953.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    149986 | NS      | $149985.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    104592 | NS      | $104592.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     28101 | NS      | $28100.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    127340 | NS      | $127339.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                                                                | S&P Global Inc                                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       671 | NS      | $251584.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                                                                                       | SBA Communications Corp                                                                         | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $225230.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| salesforce.com Inc                                                                                                            | Salesforce Inc                                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1498 | NS      | $251619.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                                                                        | Sanofi                                                                                          | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     20397 | NS      | $1002308.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                                                                                              | Schlumberger Ltd                                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     17527 | NS      | $998688.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                                                                | ServiceNow Inc                                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       230 | NS      | $104679.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                                                                                    | Sysco Corp                                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      5837 | NS      | $452134.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                                                               | TJX Cos Inc/The                                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5223 | NS      | $427554.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                                                                                   | Target Corp                                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       975 | NS      | $167836.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                                                                     | Tesla Inc                                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1955 | NS      | $338645.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                                                  | Thermo Fisher Scientific Inc                                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       764 | NS      | $435732.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                                                                             | Tractor Supply Co                                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       642 | NS      | $146369.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                                                                         | Travelers Cos Inc/The                                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1583 | NS      | $302542.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                                                                         | Uber Technologies Inc                                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      2789 | NS      | $86263.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                                                                            | Union Pacific Corp                                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       628 | NS      | $128231.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                                                                     | United Parcel Service Inc                                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1944 | NS      | $360087.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                                                                        | UnitedHealth Group Inc                                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1500 | NS      | $748785.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                                                                    | Verizon Communications Inc                                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     12497 | NS      | $519500.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                                                                    | Vertex Pharmaceuticals Inc                                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       687 | NS      | $221969.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                                                                      | Visa Inc                                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      3403 | NS      | $783404.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                                                                                               | Vital Farms Inc                                                                                 | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      1987 | NS      | $34931.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                                                                                   | Workday Inc                                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       466 | NS      | $84546.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                                                                                  | Xylem Inc/NY                                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1851 | NS      | $192522.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                                                                    | Zoetis Inc                                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1978 | NS      | $327339.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                                                               | ASML Holding NV                                                                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       448 | NS      | $296418.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                                                              | Novo Nordisk A/S                                                                                | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      2224 | NS      | $307778.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                                                              | Novo Nordisk A/S                                                                                | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      8446 | NS      | $1168839.97   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                                                                    | Ferrari NV                                                                                      | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |      2462 | NS      | $615214.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                                                                                       | Meituan                                                                                         | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | CN        |      1450 | NS      | $32416.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                                                                             | Banco Bradesco SA                                                                               | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |    200389 | NS      | $498969.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                                                                     | Baidu Inc                                                                                       | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | CN        |     28650 | NS      | $481607.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                                                                                     | Hikma Pharmaceuticals PLC                                                                       | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | JO        |     20827 | NS      | $440576.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumco Corp                                                                                                                    | SUMCO Corp                                                                                      | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |     24700 | NS      | $365974.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                                                                    | Eiffage SA                                                                                      | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      3724 | NS      | $397762.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Group PLC                                                                                                       | Smurfit Kappa Group PLC                                                                         | CUSIP: N/A<br>LEI: 635400CPLP8H5ITDVT56       | Long             | EC               | CORP              | IE        |     14724 | NS      | $618180.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                                                                                      | Rexel SA                                                                                        | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |     23572 | NS      | $521469.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                                                                                       | MMC Norilsk Nickel PJSC                                                                         | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |      2446 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                                                                       | WPP PLC                                                                                         | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | GB        |     59560 | NS      | $695883.23    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                                                                     | Alibaba Group Holding Ltd                                                                       | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | CN        |     41300 | NS      | $567819.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                                                                    | JD.com Inc                                                                                      | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | CN        |     10316 | NS      | $306316.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                                                                          | Tencent Holdings Ltd                                                                            | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | CN        |     13800 | NS      | $672458.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                                                       | GSK PLC                                                                                         | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     51604 | NS      | $906425.03    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                                                                 | UniCredit SpA                                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     27501 | NS      | $537125.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent Consulting Inc                                                                                                     | BayCurrent Consulting Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     12400 | NS      | $527118.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                                                                                      | Adyen NV                                                                                        | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       312 | NS      | $471714.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                                                                 | Accenture PLC                                                                                   | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1550 | NS      | $432527.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                                                                | Eaton Corp PLC                                                                                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      1927 | NS      | $312578.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                                                                                                           | GLOBALFOUNDRIES Inc                                                                             | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |      1770 | NS      | $104925.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                                                                                      | ICON PLC                                                                                        | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      2916 | NS      | $672750.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                                                                            | Johnson Controls International plc                                                              | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      7354 | NS      | $511617.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                                                                     | Linde PLC                                                                                       | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      1675 | NS      | $554324.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                                                                 | Medtronic PLC                                                                                   | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       730 | NS      | $61093.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                                                                     | Aptiv PLC                                                                                       | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2918 | NS      | $329996.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                                                                                         | Mauser Packaging Solutions Holding Co 5.50 04/15/2024                                           | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40018.40     | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                                               | CVS Health Corp 4.78 03/25/2038                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38328.43     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                                                                                      | C&W Senior Financing DAC 6.88 09/15/2027                                                        | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    130000 | PA      | $123873.10    | 0.02%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                                                     | Caesars Entertainment Inc 4.63 10/15/2029                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94205.10     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                                                     | Caesars Entertainment Inc 7.00 02/15/2030                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    142000 | PA      | $144662.50    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                           | State of California 7.55% 04/01/2039                                                            | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $26687.65     | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                           | State of California 7.30% 10/01/2039                                                            | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $31917.16     | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                           | State of California 7.60% 11/01/2040                                                            | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $54340.47     | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                           | State of California 4.60% 04/01/2038                                                            | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29654.00     | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                                                                      | Canadian Government Bond 0.25 03/01/2026                                                        | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    850000 | PA      | $581664.35    | 0.09%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cerberus Onshore CLO LLC                                                                                                      | Cerberus Loan Funding XXVIII LP 6.64                                                            | CUSIP: 15673EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266838 | PA      | $265136.73    | 0.04%             | 2031-10-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital                                               | Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $66370.39     | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital                                               | Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4148.15      | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHESHAM FINANCE LIMITED SERIES IV                                                                                             | Chesham Finance Ltd / Chesham Finance LLC 0.00 02/01/2023                                       | CUSIP: 16538CP12<br>LEI: N/A                  | Long             | STIV             | CORP              | KY        |   1090000 | PA      | $1089869.75   | 0.17%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                                                                     | Freddie Mac Non Gold Pool 4.09                                                                  | CUSIP: 31300L3K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5685 | PA      | $5707.50      | 0.00%             | 2041-07-01      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                                                                     | Freddie Mac Non Gold Pool 3.55                                                                  | CUSIP: 31300LWG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9102 | PA      | $9239.95      | 0.00%             | 2036-07-01      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                                                                     | Freddie Mac Non Gold Pool 3.43                                                                  | CUSIP: 31300MCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17240 | PA      | $17540.83     | 0.00%             | 2037-04-01      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                               | Fannie Mae Pool 3.93                                                                            | CUSIP: 3138ELNS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18243 | PA      | $18646.57     | 0.00%             | 2038-03-01      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                               | Fannie Mae Pool 5.31                                                                            | CUSIP: 31407GYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8500 | PA      | $8535.40      | 0.00%             | 2035-06-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                               | Fannie Mae Pool 5.17                                                                            | CUSIP: 31407GYJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12246 | PA      | $12323.35     | 0.00%             | 2035-06-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                                                       | Duke Energy Florida LLC 3.85 11/15/2042                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34248.61     | 0.01%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                                                      | Ford Motor Credit Co LLC 3.63 06/17/2031                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    370000 | PA      | $308239.98    | 0.05%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                                                             | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 36204DT66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109365 | PA      | $111040.71    | 0.02%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-7                                                                                                | GSR Mortgage Loan Trust 2004-7 3.15                                                             | CUSIP: 36228F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6646 | PA      | $5951.76      | 0.00%             | 2034-06-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                                                              | Harris County Industrial Development Corp 1.34% 04/01/2032                                      | CUSIP: 414191AC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2450000.00   | 0.38%             | 2032-04-01      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                                                                            | IQVIA Holdings Inc                                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      4338 | NS      | $995180.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                                                                                                | IVERIC bio Inc                                                                                  | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     14812 | NS      | $342157.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                                                                                                          | Jacobs Solutions Inc                                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6085 | NS      | $751801.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                                                                                     | Keysight Technologies Inc                                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      6744 | NS      | $1209536.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                                                                                             | Kosmos Energy Ltd                                                                               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     24582 | NS      | $194443.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                                                                                       | Kymera Therapeutics Inc                                                                         | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $16148.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                                                                                    | LPL Financial Holdings Inc                                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      2773 | NS      | $657533.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                                                                                           | Henkel AG & Co KGaA                                                                             | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |      6327 | NS      | $451116.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                                                                                                         | Lantheus Holdings Inc                                                                           | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1294 | NS      | $74405.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                                                                                    | Lattice Semiconductor Corp                                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2104 | NS      | $159462.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                                                                                               | LendingTree Inc                                                                                 | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       699 | NS      | $27722.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                                                                                                  | Leslie's Inc                                                                                    | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3391 | NS      | $52526.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Street Funding LLC                                                                                                    | Liberty Street Funding LLC 0.00 02/07/2023                                                      | CUSIP: 53127UP79<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   1450000 | PA      | $1448741.12   | 0.22%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| lululemon athletica Inc                                                                                                       | Lululemon Athletica Inc                                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      2857 | NS      | $876756.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                                                                                                      | Lyft Inc                                                                                        | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     13346 | NS      | $216872.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                                                                                           | MGP Ingredients Inc                                                                             | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       918 | NS      | $89541.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                                                                                                | MRC Global Inc                                                                                  | CUSIP: 55345K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4844 | NS      | $65878.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                                                                                      | MSCI Inc                                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1657 | NS      | $880794.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                                                                                       | MACOM Technology Solutions Holdings Inc                                                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       993 | NS      | $66550.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                                                                                                  | Madrigal Pharmaceuticals Inc                                                                    | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       125 | NS      | $36031.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                                                                                      | Manhattan Associates Inc                                                                        | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       832 | NS      | $108459.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                                                                                      | Manhattan Associates Inc                                                                        | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7057 | NS      | $919950.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                                                                        | Marvell Technology Inc                                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6283 | NS      | $271111.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                                                                                          | Matador Resources Co                                                                            | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1248 | NS      | $82567.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                                                                                               | Match Group Inc                                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      9048 | NS      | $489677.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                                                                                                   | MaxCyte Inc                                                                                     | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |      7139 | NS      | $41691.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                                                                                           | Mercury Systems Inc                                                                             | CUSIP: 589378108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2359 | NS      | $117914.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                                                                                              | Mettler-Toledo International Inc                                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       473 | NS      | $725071.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co                                                                                                         | MidAmerican Energy Co 4.40 10/15/2044                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56160.13     | 0.01%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                                                                                                  | Monolithic Power Systems Inc                                                                    | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1355 | NS      | $577988.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                                                                                    | Natera Inc                                                                                      | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $92728.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                                                                                                     | National Instruments Corp                                                                       | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      1931 | NS      | $104274.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                                                                                                     | nCino Inc                                                                                       | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2504 | NS      | $71614.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                                                                                    | Neurocrine Biosciences Inc                                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      5120 | NS      | $567961.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                                                                           | New Jersey Turnpike Authority 7.41% 01/01/2040                                                  | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     40000 | PA      | $52351.80     | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK                                                                                                                   | Nordea Bank Abp/New York NY 4.91 10/11/2023                                                     | CUSIP: 65558UXG2<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   1000000 | PA      | $1002125.72   | 0.15%             | 2023-10-11      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                                                         | Norfolk Southern Corp                                                                           | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $835754.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                                                                        | Palo Alto Networks Inc                                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      6395 | NS      | $1014502.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                                                                                                | Perficient Inc                                                                                  | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       601 | NS      | $44558.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                                                                                                | QuinStreet Inc                                                                                  | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      4978 | NS      | $76312.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                                                                                      | RLI Corp                                                                                        | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $113377.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                                                                                        | Relay Therapeutics Inc                                                                          | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1119 | NS      | $24013.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTGERS THE STATE UNIV                                                                                                        | Rutgers The State University of New Jersey 5.67% 05/01/2040                                     | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96702.62     | 0.01%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties Inc                                                                                              | Ryman Hospitality Properties Inc                                                                | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $75333.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     18884 | NS      | $18884.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                                                                                     | SJW Group                                                                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1413 | NS      | $109380.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                                                                                             | Sprout Social Inc                                                                               | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       865 | NS      | $55334.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                                                                      | Svenska Handelsbanken AB 4.84 05/19/2023                                                        | CUSIP: 86960LDJ6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |    800000 | PA      | $800715.58    | 0.12%             | 2023-05-19      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                                                      | Svenska Handelsbanken AB 5.10 11/01/2023                                                        | CUSIP: 86960LEZ9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   1000000 | PA      | $1000000.00   | 0.15%             | 2023-11-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| TransMedics Group Inc                                                                                                         | TransMedics Group Inc                                                                           | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $99886.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                                                                                                   | Trex Co Inc                                                                                     | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1545 | NS      | $81452.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                                                                        | UBS AG/London 2.15                                                                              | CUSIP: 90276JPS9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | STIV             | CORP              | CH        |    700000 | PA      | $700000.00    | 0.11%             | 2023-06-29      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | UBS AG/London 4.91 09/22/2023                                                                   | CUSIP: 90276JQE9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | STIV             | CORP              | CH        |    600000 | PA      | $600000.00    | 0.09%             | 2023-09-22      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                          | Mexico Government International Bond 4.15 03/28/2027                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197990.08    | 0.03%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 06/15/2023                                                     | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1474909.89   | 0.23%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 03/07/2023                                                     | CUSIP: 912796Y86<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $298723.90    | 0.05%             | 2023-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 11/02/2023                                                     | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $627854.99    | 0.10%             | 2023-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 05/04/2023                                                     | CUSIP: 912796YW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $593017.58    | 0.09%             | 2023-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 06/01/2023                                                     | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $344691.67    | 0.05%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill 0.00 07/20/2023                                                     | CUSIP: 912796ZZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $489239.94    | 0.08%             | 2023-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 2.38 01/15/2027                                  | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295254 | PA      | $304667.65    | 0.05%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ventyx Biosciences Inc                                                                                                        | Ventyx Biosciences Inc                                                                          | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1063 | NS      | $44646.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Morgan Capital Co LLC                                                                                              | Washington Morgan Capital Co LLC 5.09 04/27/2023                                                | CUSIP: 93930P2C7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1200000 | PA      | $1201357.94   | 0.18%             | 2023-04-27      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                                                                                                        | Whitecap Resources Inc                                                                          | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |     18472 | NS      | $153962.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Wingstop Inc                                                                                                                  | Wingstop Inc                                                                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       680 | NS      | $107759.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norway Government Bond                                                                                                        | Norway Government Bond 2.00 05/24/2023                                                          | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     85000 | PA      | $8490.86      | 0.00%             | 2023-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                                                                                                    | Amdocs Ltd                                                                                      | CUSIP: G02602103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5591 | NS      | $513980.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                                                                                                 | Ambarella Inc                                                                                   | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       371 | NS      | $33330.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                                                                                            | Credo Technology Group Holding Ltd                                                              | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1503 | NS      | $26046.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd                                                                                                         | Diversey Holdings Ltd                                                                           | CUSIP: G28923103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7136 | NS      | $43315.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Holdings Inc                                                                                               | Establishment Labs Holdings Inc                                                                 | CUSIP: G31249108<br>LEI: N/A                  | Long             | EC               | CORP              | CR        |      1101 | NS      | $74912.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Weatherford International PLC                                                                                                 | Weatherford International PLC                                                                   | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |      1798 | NS      | $102270.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                                                                                              | Sensata Technologies Holding PLC                                                                | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1842 | NS      | $93665.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                                                                     | Chubb Ltd                                                                                       | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       435 | NS      | $98958.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                                                                                                | Transocean Ltd                                                                                  | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |      6862 | NS      | $46249.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                                                                                        | Perimeter Solutions SA                                                                          | CUSIP: L7579L106<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |      6712 | NS      | $62421.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                                                                                                     | JFrog Ltd                                                                                       | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3852 | NS      | $99034.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                                                                                                       | Expro Group Holdings NV                                                                         | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |      3751 | NS      | $70856.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                                                                                     | Aflac Inc                                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      4045 | NS      | $297307.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                                                                                        | Advance Auto Parts Inc                                                                          | CUSIP: 00751Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3004 | NS      | $457449.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Century Emerging Markets Bond ETF                                                                                    | American Century Emerging Markets Bond ETF                                                      | CUSIP: 025072414<br>LEI: 549300J9BEYJXTZ7JN05 | Long             | EC               | RF                | US        |    133102 | NS      | $5205752.32   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                                                                                             | Atmos Energy Corp                                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       997 | NS      | $117187.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                                                                               | Baker Hughes Co                                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15477 | NS      | $491239.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                                                                 | Citigroup Mortgage Loan Trust Inc 4.26                                                          | CUSIP: 17307GLC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     24576 | PA      | $23670.41     | 0.00%             | 2034-08-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                                                             | Clean Harbors Inc 6.38 02/01/2031                                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193771.50    | 0.03%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                                          | Cleveland-Cliffs Inc 4.63 03/01/2029                                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219419.54    | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                                                                | Cook Park CLO Ltd 6.54                                                                          | CUSIP: 21623PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $234853.13    | 0.04%             | 2030-04-17      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                                                    | DaVita Inc 4.63 06/01/2030                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $227763.90    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                                                                | Dewolf Park CLO Ltd 6.64                                                                        | CUSIP: 25211AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $189681.76    | 0.03%             | 2030-10-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                                                        | Diamondback Energy Inc                                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2051 | NS      | $299692.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS Corp                                                                                                                 | DISH DBS Corp 7.75 07/01/2026                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $134223.38    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                                                               | Dollar Tree Inc                                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      4872 | NS      | $731676.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                                                                           | Dominion Energy Inc 4.90 08/01/2041                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28178.56     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                                              | Duke Energy Corp                                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4276 | NS      | $438076.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                                      | Duke Energy Progress LLC 4.15 12/01/2044                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35619.11     | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                                                                      | EQT Corp                                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      8492 | NS      | $277433.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                                                          | Edison International                                                                            | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14668 | NS      | $1010625.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                                                                                           | Electronic Arts Inc                                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1895 | NS      | $243848.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                                                                                                  | Embecta Corp                                                                                    | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     12034 | NS      | $317577.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                                                                                           | Emerson Electric Co                                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      7322 | NS      | $660590.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP                                                                                               | Enterprise Products Partners LP                                                                 | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     22271 | NS      | $570137.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                                                             | Enterprise Products Operating LLC 4.85 03/15/2044                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124016.65    | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                                                                                                         | Envista Holdings Corp                                                                           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      6616 | NS      | $257957.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equate Petrochemical BV                                                                                                       | Equate Petrochemical BV 4.25 11/03/2026                                                         | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     46000 | PA      | $44914.03     | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                                                                                      | Essex Property Trust Inc                                                                        | CUSIP: 297178105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2178 | NS      | $492380.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                                                                                    | Evergy Inc                                                                                      | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3666 | NS      | $229674.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                                                             | Eversource Energy                                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2515 | NS      | $207059.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                                                                                   | Exelon Corp 4.45 04/15/2046                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18103.75     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                                                                     | Freddie Mac Non Gold Pool 4.20                                                                  | CUSIP: 3128NGEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13626 | PA      | $13928.07     | 0.00%             | 2036-10-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                                                                                                        | F5 Inc                                                                                          | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3344 | NS      | $493775.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                                                                                            | First Hawaiian Inc                                                                              | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     25505 | NS      | $699857.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                                                                | FirstKey Homes 2020-SFR2 Trust 2.67                                                             | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $272616.45    | 0.04%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                                                                                | FirstKey Homes 2020-SFR1 Trust 1.94                                                             | CUSIP: 33767MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $274384.41    | 0.04%             | 2037-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                                                                      | Fox Corp                                                                                        | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16982 | NS      | $538329.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                                                                                        | HP Inc                                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     13062 | NS      | $380626.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                                                               | Hanover Insurance Group Inc/The                                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2746 | NS      | $369556.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                                                                                         | Heartland Express Inc                                                                           | CUSIP: 422347104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18898 | NS      | $317864.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                                                                                     | Healthpeak Properties Inc                                                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     24968 | NS      | $686120.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                                                                                   | Hologic Inc                                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1940 | NS      | $157857.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                                                                                            | ADMA Biologics Inc                                                                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4690 | NS      | $17306.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS Corp                                                                                                                      | ATS Corp                                                                                        | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |      3250 | NS      | $131607.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Huntington Ingalls Industries Inc                                                                                             | Huntington Ingalls Industries Inc                                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2492 | NS      | $549585.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell Mid-Cap Value ETF                                                                                             | iShares Russell Mid-Cap Value ETF                                                               | CUSIP: 464287473<br>LEI: 5493005J0UKEGJC13J47 | Long             | EC               | RF                | US        |      6419 | NS      | $730803.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Healthcare Co Inc                                                                                                      | Acadia Healthcare Co Inc                                                                        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      1057 | NS      | $88809.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                                                                                              | AdaptHealth Corp                                                                                | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2270 | NS      | $48646.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                                                                             | Allstate Corp/The                                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      7333 | NS      | $942070.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Century Diversified Corporate Bond ETF                                                                               | American Century Diversified Corporate Bond ETF                                                 | CUSIP: 025072109<br>LEI: 549300OGL9B5MI7HUM67 | Long             | EC               | RF                | US        |    288278 | NS      | $13420176.91  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                                                                           | Kimberly-Clark Corp                                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      4439 | NS      | $577114.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                                                                                           | Ollie's Bargain Outlet Holdings Inc                                                             | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       940 | NS      | $51474.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Century Short Duration Strategic Income ETF                                                                          | American Century Short Duration Strategic Income ETF                                            | CUSIP: 025072257<br>LEI: 549300ORQDHWNQN1V176 | Long             | EC               | RF                | US        |     70956 | NS      | $3651828.59   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| American Century Multisector Income ETF                                                                                       | American Century Multisector Income ETF                                                         | CUSIP: 025072398<br>LEI: 5493000I0UZ5BUDGGF98 | Long             | EC               | RF                | US        |    531791 | NS      | $23383169.34  | 3.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                                                                                           | Onto Innovation Inc                                                                             | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |       934 | NS      | $73459.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                                                                                        | Option Care Health Inc                                                                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      2254 | NS      | $65072.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                                                                                        | AmerisourceBergen Corp                                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3321 | NS      | $561116.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                                                                      | Ameriprise Financial Inc                                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       298 | NS      | $104335.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                                                                                                | Paycor HCM Inc                                                                                  | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2572 | NS      | $64582.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                                                                                        | Paylocity Holding Corp                                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       420 | NS      | $87481.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                                                                         | Applied Materials Inc                                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1999 | NS      | $222868.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                                                                                          | Astec Industries Inc                                                                            | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1772 | NS      | $78216.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                                                                                            | Planet Fitness Inc                                                                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      2128 | NS      | $180135.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                                                                                   | Progyny Inc                                                                                     | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1764 | NS      | $60663.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                                                                                                    | Atkore Inc                                                                                      | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       975 | NS      | $126993.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                                                                                               | AZEK Co Inc/The                                                                                 | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3246 | NS      | $78325.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                                                                                              | BJ's Wholesale Club Holdings Inc                                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       945 | NS      | $68484.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                                                                                               | Bancorp Inc/The                                                                                 | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2379 | NS      | $80719.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                                                              | Bank of New York Mellon Corp/The                                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     23334 | NS      | $1180000.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                                                                                      | Baxter International Inc                                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      4168 | NS      | $190435.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                                                                                                     | Beacon Roofing Supply Inc                                                                       | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      5260 | NS      | $299188.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                                                                                       | Becton Dickinson and Co                                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       522 | NS      | $131658.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                                                                                      | Blueprint Medicines Corp                                                                        | CUSIP: 09627Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       835 | NS      | $39027.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                                                                                | BorgWarner Inc                                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     15822 | NS      | $748064.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                                                                                       | Box Inc                                                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      3691 | NS      | $118075.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                                                                                             | Brunswick Corp/DE                                                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      1113 | NS      | $93859.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                                                                                       | CAE Inc                                                                                         | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |      4130 | NS      | $93274.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI International Inc                                                                                                        | CACI International Inc                                                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       102 | NS      | $31425.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                                                                                                  | Topgolf Callaway Brands Corp                                                                    | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      4188 | NS      | $102564.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                                                                                                 | Capitol Federal Financial Inc                                                                   | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19317 | NS      | $161683.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                                                                           | Cardinal Health Inc                                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3114 | NS      | $240556.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                                                                                      | Celldex Therapeutics Inc                                                                        | CUSIP: 15117B202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       662 | NS      | $29167.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centessa Pharmaceuticals PLC                                                                                                  | Centessa Pharmaceuticals PLC                                                                    | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Long             | EC               | CORP              | US        |      1732 | NS      | $6928.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerevel Therapeutics Holdings Inc                                                                                             | Cerevel Therapeutics Holdings Inc                                                               | CUSIP: 15678U128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1154 | NS      | $39409.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                                                                                           | Churchill Downs Inc                                                                             | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $131493.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                                                                                             | Clean Harbors Inc                                                                               | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      1082 | NS      | $140984.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                                                                                                    | Commerce Bancshares Inc/MO                                                                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       941 | NS      | $62632.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                                                                            | Conagra Brands Inc                                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     20951 | NS      | $779167.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                                                                                   | Corning Inc                                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      4320 | NS      | $149515.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                                            | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp 5.75 04/01/2025              | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88822.35     | 0.01%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                                                                   | Cummins Inc                                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1012 | NS      | $252534.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                                                                           | DENTSPLY SIRONA Inc                                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      9233 | NS      | $340051.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                                                                             | Devon Energy Corp                                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2502 | NS      | $158226.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                                                                                   | Equinix Inc                                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       683 | NS      | $504142.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                                                                 | Fannie Mae Connecticut Avenue Securities 7.11                                                   | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    100409 | PA      | $101703.81    | 0.02%             | 2024-05-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                               | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140JN4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22634 | PA      | $22116.50     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                               | Fannie Mae Pool 4.36                                                                            | CUSIP: 31418MCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2953 | PA      | $3000.01      | 0.00%             | 2035-09-01      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2004-AA4                                                                  | First Horizon Alternative Mortgage Securities Trust 2004-AA4 4.01                               | CUSIP: 32051GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13968 | PA      | $13781.31     | 0.00%             | 2034-10-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                                                                          | Freeport-McMoRan Inc 5.40 11/14/2034                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214205.58    | 0.03%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                                                             | Ginnie Mae I Pool 6.00                                                                          | CUSIP: 36205RVA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1409 | PA      | $1448.62      | 0.00%             | 2026-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                                                             | Ginnie Mae I Pool 7.00                                                                          | CUSIP: 36208QBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1698 | PA      | $1696.43      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                                                             | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36213TFR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6790 | PA      | $7198.70      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                                                             | Ginnie Mae I Pool 7.00                                                                          | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4325 | PA      | $4535.64      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-5                                                                                                | GSR Mortgage Loan Trust 2004-5 2.82                                                             | CUSIP: 36228FW93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17236 | PA      | $16051.86     | 0.00%             | 2034-05-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2005-AR1                                                                                              | GSR Mortgage Loan Trust 2005-AR1 3.78                                                           | CUSIP: 36242DUN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14477 | PA      | $13687.29     | 0.00%             | 2035-01-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                                                             | Ginnie Mae I Pool 6.50                                                                          | CUSIP: 36296QBF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124781 | PA      | $134318.16    | 0.02%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                                                             | General Motors Co 5.15 04/01/2038                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109039.54    | 0.02%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities Ltd                                                                                             | Goldentree Loan Opportunities X Ltd 5.93                                                        | CUSIP: 38137PAQ3<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $173843.32    | 0.03%             | 2031-07-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                                                   | Crescent Energy Finance LLC 9.25 02/15/2028                                                     | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149965.50    | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                                                                          | Juniper Networks Inc                                                                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     11337 | NS      | $366185.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                                                                                        | Keros Therapeutics Inc                                                                          | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $27645.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                                                                                     | Kinsale Capital Group Inc                                                                       | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $130866.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                                                                                    | Korn Ferry                                                                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1222 | NS      | $65975.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings                                                                                           | Laboratory Corp of America Holdings                                                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      2046 | NS      | $515837.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                                                                     | MGM Resorts International 4.63 09/01/2026                                                       | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36784.89     | 0.01%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                                                             | Magnetite VIII Ltd 6.29                                                                         | CUSIP: 55952YAR8<br>LEI: 549300NJNSVWVLHGRY73 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $295551.63    | 0.05%             | 2031-04-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                                                             | Magnetite XXV Ltd 6.92                                                                          | CUSIP: 55955GAC7<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $291642.90    | 0.04%             | 2032-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                                                                              | Marathon Clo 2021-17 Ltd 7.49                                                                   | CUSIP: 56578AAJ0<br>LEI: 549300PRAU42OGUUTY83 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $188362.00    | 0.03%             | 2035-01-20      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-13                                                                                 | MASTR Adjustable Rate Mortgages Trust 2004-13 3.87                                              | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34711 | PA      | $31479.23     | 0.00%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                                                           | Meritage Homes Corp 5.13 06/06/2027                                                             | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182309.75    | 0.03%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                                                                     | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 3.70                                  | CUSIP: 59020UL45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11635 | PA      | $11055.39     | 0.00%             | 2035-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                                                                    | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 4.08                                 | CUSIP: 59020USH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13006 | PA      | $12228.38     | 0.00%             | 2035-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                                                                    | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 4.08                                 | CUSIP: 59020USJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5202 | PA      | $4895.95      | 0.00%             | 2035-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                         | Metropolitan Transportation Authority 6.69% 11/15/2040                                          | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16271.68     | 0.00%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                         | Metropolitan Transportation Authority 6.81% 11/15/2040                                          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11059.33     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                                                                           | New Jersey Turnpike Authority 7.10% 01/01/2041                                                  | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     30000 | PA      | $38210.32     | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                           | City of New York NY 6.27% 12/01/2037                                                            | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5725.98      | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| NOW Inc                                                                                                                       | NOW Inc                                                                                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      7279 | NS      | $102197.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund                                                            | Ohio Water Development Authority Water Pollution Control Loan Fund 4.88% 12/01/2034             | CUSIP: 67766WQG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81894.88     | 0.01%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                                                                     | Olin Corp 5.13 09/15/2027                                                                       | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67989.60     | 0.01%             | 2027-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                                                                | Palmer Square Loan Funding 2022-1 Ltd 6.63                                                      | CUSIP: 69701CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $168062.86    | 0.03%             | 2030-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                                                                        | Penn Entertainment Inc 5.63 01/15/2027                                                          | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $164675.00    | 0.03%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                                                                        | Penn Entertainment Inc 4.13 07/01/2029                                                          | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $35531.28     | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                                                        | Peruvian Government International Bond 5.63 11/18/2050                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     60000 | PA      | $61115.96     | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                           | Petroleos Mexicanos 6.70 02/16/2032                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $41571.77     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                       | Port Authority of New York & New Jersey 4.93% 10/01/2051                                        | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35777.59     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Power Integrations Inc                                                                                                        | Power Integrations Inc                                                                          | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      1341 | NS      | $115446.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                                                                                                    | Prometheus Biosciences Inc                                                                      | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       412 | NS      | $46827.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                                                                                              | Pure Storage Inc                                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      2177 | NS      | $63002.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Quebec Canada                                                                                                     | Province of Quebec Canada 5.75 12/01/2036                                                       | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    108000 | PA      | $97029.46     | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                                                                     | Province of Quebec Canada 3.00 09/01/2023                                                       | CUSIP: 74814ZEP4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    215000 | PA      | $160167.77    | 0.02%             | 2023-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                                                                     | Province of Quebec Canada 3.50 12/01/2048                                                       | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $13834.90     | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Radnor RE 2021-1 Ltd                                                                                                          | Radnor RE 2021-1 Ltd 6.01                                                                       | CUSIP: 75279YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $545196.03    | 0.08%             | 2033-12-27      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                                                                         | Uruguay Government International Bond 4.13 11/20/2045                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     30000 | PA      | $28375.69     | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                                                                        | Rockford Tower CLO 2020-1 Ltd 7.16                                                              | CUSIP: 77341EAE5<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $240789.50    | 0.04%             | 2032-01-20      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| R1 RCM Inc                                                                                                                    | R1 RCM Inc                                                                                      | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8373 | NS      | $119817.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    243527 | NS      | $243526.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   7098399 | NS      | $7098399.42   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                                                                              | SPS Commerce Inc                                                                                | CUSIP: 78463M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       720 | NS      | $97977.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sacramento Municipal Utility District                                                                                         | Sacramento Municipal Utility District 6.16% 05/15/2036                                          | CUSIP: 786005PN2<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    140000 | PA      | $158473.99    | 0.02%             | 2036-05-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                                                                                                      | Saia Inc                                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       332 | NS      | $90562.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc                                                                                                               | Schrodinger Inc/United States                                                                   | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1996 | NS      | $48263.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1115877 | NS      | $1115877.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofi Mortgage Trust 2016-1                                                                                                    | Sofi Mortgage Trust 2016-1 3.00                                                                 | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8944 | PA      | $8209.21      | 0.00%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SI-BONE Inc                                                                                                                   | SI-BONE Inc                                                                                     | CUSIP: 825704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4734 | NS      | $80620.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                                                                                                         | Silk Road Medical Inc                                                                           | CUSIP: 82710M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2138 | NS      | $116221.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc                                                                                         | Skyward Specialty Insurance Group Inc                                                           | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      2092 | NS      | $38722.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                                                                                                              | Sovos Brands Inc                                                                                | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5162 | NS      | $69996.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                                                                                           | StepStone Group Inc                                                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2915 | NS      | $85088.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                                                                                          | Summit Materials Inc                                                                            | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2905 | NS      | $95458.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                                                                                                   | SunOpta Inc                                                                                     | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |      8986 | NS      | $73415.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                                                                                                          | Surgery Partners Inc                                                                            | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      1747 | NS      | $58000.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                                                                                          | Tenable Holdings Inc                                                                            | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      3852 | NS      | $154965.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                                                                                  | Teradyne Inc                                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2326 | NS      | $236554.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                                                                         | Truist Financial Corp                                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     17371 | NS      | $857953.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                                                                    | US Bancorp                                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      9050 | NS      | $450690.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.75 02/15/2045                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2996296 | PA      | $2557795.35   | 0.39%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                                                                 | Universal Health Services Inc                                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      4437 | NS      | $657607.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                                                                                           | VICI Properties Inc                                                                             | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3835 | NS      | $131080.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                                                                                                  | WP Carey Inc                                                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      3082 | NS      | $263603.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                                                                                           | Westamerica BanCorp                                                                             | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3238 | NS      | $179903.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                                                                                               | Weyerhaeuser Co                                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      3747 | NS      | $129009.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netherlands Government Bond                                                                                                   | Netherlands Government Bond 2.75 01/15/2047                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     27000 | PA      | $31025.02     | 0.00%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                            | Banco Santander SA 2.50 03/18/2025                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $106209.04    | 0.02%             | 2025-03-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                                                    | Zimmer Biomet Holdings Inc                                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     10541 | NS      | $1342290.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland Government Bond                                                                                            | Republic of Poland Government Bond 4.00 10/25/2023                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    215000 | PA      | $49023.10     | 0.01%             | 2023-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                                                                      | Malaysia Government Bond 3.96 09/15/2025                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    250000 | PA      | $59406.88     | 0.01%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                                                                           | Swiss Confederation Government Bond 1.25 05/28/2026                                             | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    147000 | PA      | $161627.31    | 0.02%             | 2026-05-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                                                                    | Assicurazioni Generali SpA (pfd) 4.60% 11/21/2171 Perpetual                                     | CUSIP: N3494CAA3<br>LEI: 549300X5UKJVE386ZB61 | Long             | EP               | CORP              | IT        |    100000 | NS      | $106803.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                                                             | Italy Buoni Poliennali Del Tesoro 2.00 12/01/2025                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    223000 | PA      | $234175.14    | 0.04%             | 2025-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                                                                         | China Government Bond 3.25 06/06/2026                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $60569.65     | 0.01%             | 2026-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                                                                         | China Government Bond 3.29 05/23/2029                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    300000 | PA      | $45990.03     | 0.01%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                                                                           | Republic of Austria Government Bond 0.75 10/20/2026                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     41000 | PA      | $41749.91     | 0.01%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                                                                | Commerzbank AG 4.00 03/23/2026                                                                  | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    150000 | PA      | $161978.47    | 0.02%             | 2026-03-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                                                      | Electricite de France SA (pfd) 3.38% 09/15/2171 Perpetual                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EP               | CORP              | FR        |    200000 | NS      | $172856.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                                                       | Eni SpA (pfd) 3.38% 10/13/2171 Perpetual                                                        | CUSIP: T3666JJY3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EP               | CORP              | IT        |    200000 | NS      | $186864.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                                                                 | New South Wales Treasury Corp 3.00 03/20/2028                                                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    110000 | PA      | $75021.13     | 0.01%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                                                          | Bank of America Corp 2.30 07/25/2025                                                            | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |    100000 | PA      | $117532.04    | 0.02%             | 2025-07-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                                                                         | China Government Bond 2.88 11/05/2023                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |  19000000 | PA      | $2830808.11   | 0.43%             | 2023-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                                                                | European Union 0.00 07/04/2031                                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | BE        |   1450000 | PA      | $1243052.62   | 0.19%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                                                                     | Australia Government Bond 3.00 03/21/2047                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    120000 | PA      | $72073.82     | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                                                                       | Denmark Government Bond 0.50 11/15/2027                                                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    245000 | PA      | $32650.05     | 0.01%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                                                                           | Swiss Confederation Government Bond 2.50 03/08/2036                                             | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      3000 | PA      | $3740.48      | 0.00%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                                                                           | Republic of Austria Government Bond 4.15 03/15/2037                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     29000 | PA      | $35950.71     | 0.01%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                                                  | CaixaBank SA 2.75 07/14/2028                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $107695.61    | 0.02%             | 2028-07-14      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                                                                 | US 10YR NOTE (CBT)Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        75 | NC      | $-49681.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Denmark Government Bond                                                                                                       | Denmark Government Bond 4.50 11/15/2039                                                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     62000 | PA      | $11465.03     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                                                            | Credit Agricole SA 7.38 12/18/2023                                                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     50000 | PA      | $63040.34     | 0.01%             | 2023-12-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                                                                           | US 10yr Ultra Fut Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        47 | NC      | $38062.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                                                                  | US 5YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        83 | NC      | $45611.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Bank PLC                                                                                                               | Lloyds Bank PLC 7.63 04/22/2025                                                                 | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |     20000 | PA      | $26319.80     | 0.00%             | 2025-04-22      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                                                                      | Thailand Government Bond 3.85 12/12/2025                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   3200000 | PA      | $102418.55    | 0.02%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE                                                                                                              | LONG GILT FUTURE  Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |         3 | NC      | $-4382.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFE 10 Year Treasury Bond Futu                                                                                                | KOREA 10YR BND FU Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | KR        |         3 | NC      | $2893.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                                                                    | Legrand SA                                                                                      | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      4332 | NS      | $386258.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                                                                      | Vinci SA                                                                                        | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      3995 | NS      | $451393.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                                                                       | Finland Government Bond 4.00 07/04/2025                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     58000 | PA      | $65311.76     | 0.01%             | 2025-07-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                                                                      | Thailand Government Bond 3.63 06/16/2023                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   1150000 | PA      | $35119.18     | 0.01%             | 2023-06-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                                                                       | Ireland Government Bond 3.40 03/18/2024                                                         | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     74000 | PA      | $81203.70     | 0.01%             | 2024-03-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                                                                 | Koninklijke Ahold Delhaize NV                                                                   | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     29085 | NS      | $868098.92    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                                                                         | European Financial Stability Facility 0.40 05/31/2026                                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201310.98    | 0.03%             | 2026-05-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                                                                        | Norway Government Bond 1.75 02/17/2027                                                          | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    510000 | PA      | $48887.75     | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                                                  | CaixaBank SA 2.25 04/17/2030                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $101377.42    | 0.02%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                                                                          | Telefonica Europe BV (pfd) 3.00% 12/04/2171 Perpetual                                           | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |    300000 | NS      | $324581.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                                                    | Allianz SE (pfd) 4.75% 10/24/2171 Perpetual                                                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EP               | CORP              | DE        |    100000 | NS      | $108671.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                                                                                       | IMI PLC                                                                                         | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |     19578 | NS      | $350545.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                                                  | ING Groep NV 2.13 01/10/2026                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209761.74    | 0.03%             | 2026-01-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                                                                 | Akzo Nobel NV                                                                                   | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      6872 | NS      | $511860.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                                                                         | European Financial Stability Facility 2.13 02/19/2024                                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     93000 | PA      | $100265.59    | 0.02%             | 2024-02-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                                                                       | Finland Government Bond 0.13 04/15/2036                                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |    350000 | PA      | $265545.13    | 0.04%             | 2036-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                                                                           | United Kingdom Gilt 0.13 01/30/2026                                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1100000 | PA      | $1241692.80   | 0.19%             | 2026-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                                                                      | Bundesrepublik Deutschland Bundesanleihe 0.00 08/15/2052                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | USGA              | DE        |     40000 | PA      | $23255.54     | 0.00%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                                                                           | Volkswagen International Finance NV (pfd) 3.88% 06/17/2171 Perpetual                            | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |    300000 | NS      | $285787.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                                                                      | Enel SpA (pfd) 2.25% 03/10/2171 Perpetual                                                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EP               | CORP              | IT        |    100000 | NS      | $94759.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                                                    | Allianz SE (pfd) 2.63% 04/30/2171 Perpetual                                                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EP               | CORP              | DE        |    200000 | NS      | $164460.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                                                                           | French Republic Government Bond OAT 0.00 11/25/2031                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | USGA              | FR        |   1050000 | PA      | $904737.79    | 0.14%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                                                                  | Cie Generale des Etablissements Michelin SCA                                                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      8798 | NS      | $278191.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo Vita SpA                                                                                                      | Intesa Sanpaolo Vita SpA (pfd) 4.75% 12/17/2171 Perpetual                                       | CUSIP: T5R13LAB3<br>LEI: 549300UM31PJ24TTSR94 | Long             | EP               | CORP              | IT        |    100000 | NS      | $106902.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                                                             | Italy Buoni Poliennali Del Tesoro 1.50 06/01/2025                                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     35000 | PA      | $36656.77     | 0.01%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                                                                   | Netherlands Government Bond 0.50 07/15/2026                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |    100000 | PA      | $101610.85    | 0.02%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                                                                                                     | Amcor PLC                                                                                       | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | GB        |     38326 | NS      | $462211.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                                                                                    | Axalta Coating Systems Ltd                                                                      | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16085 | NS      | $484158.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                                                                                                  | Biohaven Ltd                                                                                    | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $34362.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                                                                     | Aptiv PLC                                                                                       | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1204 | NS      | $136160.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                                                                                            | nVent Electric PLC                                                                              | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10926 | NS      | $434308.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                                                                                      | Willis Towers Watson PLC                                                                        | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      1109 | NS      | $281896.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                                                                                         | Arcus Biosciences Inc                                                                           | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $12740.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                                                                                                   | Arcutis Biotherapeutics Inc                                                                     | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2122 | NS      | $35161.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aritzia Inc                                                                                                                   | Aritzia Inc                                                                                     | CUSIP: 04045U102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2346 | NS      | $84615.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Arvinas Inc                                                                                                                   | Arvinas Inc                                                                                     | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $26674.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                                                                                                | Brookfield Infrastructure Corp                                                                  | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2363 | NS      | $104491.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Apartment Properties REIT                                                                                            | Canadian Apartment Properties REIT                                                              | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |      2414 | NS      | $89262.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp                                                                                                                    | Ciena Corp                                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1319 | NS      | $68614.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                                                                                                     | Construction Partners Inc                                                                       | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |      2911 | NS      | $82352.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                                                                                     | Crocs Inc                                                                                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1290 | NS      | $157083.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                                                                              | Cytokinetics Inc                                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      1758 | NS      | $74679.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                                                                                               | Descartes Systems Group Inc/The                                                                 | CUSIP: 249906108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       975 | NS      | $71152.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Digital Realty Trust Inc                                                                                                      | Digital Realty Trust Inc                                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1029 | NS      | $117943.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                                                                                       | DigitalBridge Group Inc                                                                         | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      3571 | NS      | $52850.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                                                                                                    | Driven Brands Holdings Inc                                                                      | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5135 | NS      | $149890.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio Inc/The                                                                                                    | Duckhorn Portfolio Inc/The                                                                      | CUSIP: 26414D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5370 | NS      | $86886.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                                                                                                           | Eagle Materials Inc                                                                             | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $54487.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                                                                                                     | Edgewise Therapeutics Inc                                                                       | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2306 | NS      | $23590.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Endava Plc                                                                                                                    | Endava PLC                                                                                      | CUSIP: 29260V105<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1052 | NS      | $92439.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                                                                                          | Ensign Group Inc/The                                                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       987 | NS      | $92037.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                                                                                   | Equinix Inc                                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       534 | NS      | $394161.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                                                                                       | European Wax Center Inc                                                                         | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4252 | NS      | $80107.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eventbrite Inc                                                                                                                | Eventbrite Inc                                                                                  | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      6329 | NS      | $56264.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolent Health Inc                                                                                                            | Evolent Health Inc                                                                              | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      2825 | NS      | $91021.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                                                                                          | Extreme Networks Inc                                                                            | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2316 | NS      | $41757.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                                                                                             | FirstService Corp                                                                               | CUSIP: 33767E202<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       537 | NS      | $76743.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Five9 Inc                                                                                                                     | Five9 Inc                                                                                       | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      1195 | NS      | $94142.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                                                                                      | Fox Factory Holding Corp                                                                        | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1278 | NS      | $150919.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                                                                                  | Gentherm Inc                                                                                    | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       909 | NS      | $67656.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                                                                                                  | Graphic Packaging Holding Co                                                                    | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3556 | NS      | $85664.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                                                                                        | Greenbrier Cos Inc/The                                                                          | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       642 | NS      | $19850.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                                                                                                   | Grocery Outlet Holding Corp                                                                     | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2607 | NS      | $79226.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                                                                                                    | H&E Equipment Services Inc                                                                      | CUSIP: 404030108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2197 | NS      | $111805.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                                                                                     | Halozyme Therapeutics Inc                                                                       | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1809 | NS      | $93651.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                                                                                              | Harmony Biosciences Holdings Inc                                                                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       584 | NS      | $28131.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                                                                                                          | Hayward Holdings Inc                                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7018 | NS      | $94672.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                                                                                              | HealthEquity Inc                                                                                | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1775 | NS      | $108008.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                                                                                                  | Intra-Cellular Therapies Inc                                                                    | CUSIP: 46116X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1404 | NS      | $67279.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                                                                                                | IVERIC bio Inc                                                                                  | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      1269 | NS      | $29313.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                                                                                     | Jabil Inc                                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       969 | NS      | $76192.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR CLO Trust                                                                                                                 | KKR CLO 18 Ltd 6.89                                                                             | CUSIP: 48251JAQ6<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $170229.62    | 0.03%             | 2030-07-18      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                                                                   | Kaiser Foundation Hospitals 3.00 06/01/2051                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52143.48     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Karuna Therapeutics Inc                                                                                                       | Karuna Therapeutics Inc                                                                         | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       332 | NS      | $66197.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                                                                       | KB Home 4.80 11/15/2029                                                                         | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    253000 | PA      | $227320.50    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                                              | Kinder Morgan Energy Partners LP 6.50 09/01/2039                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64421.76     | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029              | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $94031.26     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                                                         | Level 3 Financing Inc 4.63 09/15/2027                                                           | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    136000 | PA      | $115448.70    | 0.02%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LTD                                                                                                     | LUNAR AIRCRAFT 2020-1 LTD 3.38                                                                  | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344079 | PA      | $286455.67    | 0.04%             | 2045-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                                                               | MEG Energy Corp 5.88 02/01/2029                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $114743.40    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                                                                                | MF1 2021-FL7 Ltd 5.92                                                                           | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398000 | PA      | $380833.30    | 0.06%             | 2036-10-16      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 Trust                                                                                                             | MAPS 2021-1 Trust 2.52                                                                          | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581402 | PA      | $498540.89    | 0.08%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                                                     | MGM Resorts International 6.00 03/15/2023                                                       | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135098.62    | 0.02%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                                                                                                         | Lynas Rare Earths Ltd                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      3670 | NS      | $24567.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Champion Iron Ltd                                                                                                             | Champion Iron Ltd                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7636 | NS      | $38855.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                                                                                                      | IHI Corp                                                                                        | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |      2300 | NS      | $69884.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co Ltd                                                                                                 | Japan Airport Terminal Co Ltd                                                                   | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |      2300 | NS      | $119886.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Ohka Kogyo Co Ltd                                                                                                       | Tokyo Ohka Kogyo Co Ltd                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $83787.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                                                                                        | Toyo Suisan Kaisha Ltd                                                                          | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $66113.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                                                                                                | Tecan Group AG                                                                                  | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Long             | EC               | CORP              | CH        |       245 | NS      | $102820.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans SA                                                                                                                     | Nexans SA                                                                                       | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |       454 | NS      | $48143.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                                                                                | Public Storage                                                                                  | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1167 | NS      | $355164.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                                                                                                 | Rexford Industrial Realty Inc                                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      2414 | NS      | $153216.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                                                                                                    | Sabra Health Care REIT Inc                                                                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      3908 | NS      | $52758.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                                                                      | Simon Property Group Inc                                                                        | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1923 | NS      | $247028.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                                                                                           | Sun Communities Inc                                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       850 | NS      | $133331.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TDCX Inc                                                                                                                      | TDCX Inc                                                                                        | CUSIP: 87190U100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      1682 | NS      | $22168.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential Inc                                                                                                        | Tricon Residential Inc                                                                          | CUSIP: 89612W102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2114 | NS      | $18350.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                                                       | UDR Inc                                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      6245 | NS      | $265974.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                                                                                    | Ventas Inc                                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      5003 | NS      | $259205.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                                                                                 | Welltower Inc                                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      1822 | NS      | $136722.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                                                                                        | Whitecap Resources Inc                                                                          | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |     10796 | NS      | $89983.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| D'ieteren Group                                                                                                               | D'ieteren Group                                                                                 | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |       783 | NS      | $149643.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                                                                                                  | HUGO BOSS AG                                                                                    | CUSIP: N/A<br>LEI: 529900LFVU534EBRXD13       | Long             | EC               | CORP              | DE        |       832 | NS      | $56501.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                                                                                                   | Tokyu Fudosan Holdings Corp                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7500 | NS      | $38056.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invincible Investment Corp                                                                                                    | Invincible Investment Corp                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       225 | NS      | $95956.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                                                                                 | Goodman Group                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13707 | NS      | $195510.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                                                                                     | Link REIT                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     23300 | NS      | $186501.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Hotel REIT Investment Corp                                                                                              | Japan Hotel REIT Investment Corp                                                                | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |       119 | NS      | $75408.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                                                                                             | Metso Outotec Oyj                                                                               | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |     11135 | NS      | $127973.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                                                                                            | Banca Generali SpA                                                                              | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |      2462 | NS      | $90826.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand China Trust                                                                                                        | CapitaLand China Trust                                                                          | CUSIP: N/A<br>LEI: 5493007T7JU82E186P49       | Long             | EC               | CORP              | SG        |     21500 | NS      | $20501.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group Inc                                                                                                   | Fukuoka Financial Group Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3500 | NS      | $80750.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                                                                                           | AMG Advanced Metallurgical Group NV                                                             | CUSIP: N/A<br>LEI: 5493006MN6OH67U2YI74       | Long             | EC               | CORP              | NL        |      2604 | NS      | $101719.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                                                                                        | MatsukiyoCocokara & Co                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $124710.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Smith PLC                                                                                                                  | WH Smith PLC                                                                                    | CUSIP: N/A<br>LEI: 2138001KJNGUJ34G7X91       | Long             | EC               | CORP              | GB        |      3851 | NS      | $76047.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                                                                                                | Isetan Mitsukoshi Holdings Ltd                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8300 | NS      | $90310.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sesa SpA                                                                                                                      | Sesa SpA                                                                                        | CUSIP: N/A<br>LEI: 81560005C031D4E76707       | Long             | EC               | CORP              | IT        |       297 | NS      | $40414.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APERAM SA                                                                                                                     | APERAM SA                                                                                       | CUSIP: N/A<br>LEI: 5493001136GE6L4R7M63       | Long             | EC               | CORP              | LU        |      1049 | NS      | $41397.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                                                               | Sands China Ltd                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MO        |     21200 | NS      | $79501.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd                                                                                                                    | NEXTDC Ltd                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12798 | NS      | $90444.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                                                                                     | Segro PLC                                                                                       | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     11630 | NS      | $119714.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Wah Holdings Ltd                                                                                                          | Man Wah Holdings Ltd                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     35600 | NS      | $41158.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                                                                                                                    | Greggs PLC                                                                                      | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |      2666 | NS      | $89022.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| m-up Holdings Inc                                                                                                             | m-up Holdings Inc                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4200 | NS      | $40192.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS Ltd                                                                                                                       | ALS Ltd                                                                                         | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Long             | EC               | CORP              | AU        |     13376 | NS      | $124102.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Comforia Residential REIT Inc                                                                                                 | Comforia Residential REIT Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        18 | NS      | $39995.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Vonovia SE                                                                                                                    | Vonovia SE                                                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |      3590 | NS      | $101409.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nextage Co Ltd                                                                                                                | Nextage Co Ltd                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $44986.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Steadfast Group Ltd                                                                                                           | Steadfast Group Ltd                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     21808 | NS      | $81020.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                                                                           | Samhallsbyggnadsbolaget i Norden AB                                                             | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EC               | CORP              | SE        |     21171 | NS      | $38677.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Basic-Fit NV                                                                                                                  | Basic-Fit NV                                                                                    | CUSIP: N/A<br>LEI: 724500HUXGTQC07CAZ61       | Long             | EC               | CORP              | NL        |      2390 | NS      | $78533.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| IDP Education Ltd                                                                                                             | IDP Education Ltd                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4653 | NS      | $103545.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                                                                                           | Wharf Real Estate Investment Co Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      5000 | NS      | $28623.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                                                                 | AIB Group PLC                                                                                   | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     34982 | NS      | $146945.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabege AB                                                                                                                     | Fabege AB                                                                                       | CUSIP: N/A<br>LEI: 549300JNPI46XNH0PM97       | Long             | EC               | CORP              | SE        |      6398 | NS      | $60468.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitrolife AB                                                                                                                  | Vitrolife AB                                                                                    | CUSIP: N/A<br>LEI: 5493001WDZMONMSPPR49       | Long             | EC               | CORP              | SE        |      2880 | NS      | $61748.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfen N.V.                                                                                                                    | Alfen N.V.                                                                                      | CUSIP: N/A<br>LEI: 724500HDW6IWR9J5YT90       | Long             | EC               | CORP              | NL        |       409 | NS      | $37946.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                                                                                       | Tritax Big Box REIT PLC                                                                         | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |     64211 | NS      | $123719.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Embassy Office Parks REIT                                                                                                     | Embassy Office Parks REIT                                                                       | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |      2336 | NS      | $9364.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                                                                                                 | Scentre Group                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     52548 | NS      | $114018.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                                                                                           | Capitaland Investment Ltd/Singapore                                                             | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     28600 | NS      | $86646.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assura PLC                                                                                                                    | Assura PLC                                                                                      | CUSIP: N/A<br>LEI: 21380026T19N2Y52XF72       | Long             | EC               | CORP              | GB        |     62345 | NS      | $42910.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                                                                            | Cellnex Telecom SA                                                                              | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      1751 | NS      | $68618.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                                                                                                  | Vicinity Ltd                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     54003 | NS      | $79008.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                                                                                     | Land Securities Group PLC                                                                       | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |     16180 | NS      | $141749.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                                                               | IHS Holding Ltd                                                                                 | CUSIP: G4701H109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5127 | NS      | $39375.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                                                                                      | Agilent Technologies Inc                                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4988 | NS      | $758575.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                                                                                    | Airbnb Inc                                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      8021 | NS      | $891213.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                                                                                | Albemarle Corp                                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       661 | NS      | $186038.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                                                                   | Alnylam Pharmaceuticals Inc                                                                     | CUSIP: 02043Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2396 | NS      | $542454.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Group Ltd/Canada                                                                                                        | Altus Group Ltd/Canada                                                                          | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |      1185 | NS      | $50711.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                                                                                    | AMETEK Inc                                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5420 | NS      | $785466.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                                                                                                | AptarGroup Inc                                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       441 | NS      | $50997.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                                                                                          | Ares Management Corp                                                                            | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8367 | NS      | $694377.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                                                                           | Arista Networks Inc                                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     10628 | NS      | $1339340.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                                                                                                   | Avantor Inc                                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17510 | NS      | $418489.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                                                                                           | Avery Dennison Corp                                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      3180 | NS      | $602419.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                                                                                                   | Avient Corp                                                                                     | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     10972 | NS      | $444585.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                                                                                               | Bio-Techne Corp                                                                                 | CUSIP: 09073M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6456 | NS      | $514284.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                                                                                         | Burlington Stores Inc                                                                           | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1432 | NS      | $329116.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                                                                                       | CAE Inc                                                                                         | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |     13061 | NS      | $294978.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                                                                    | Cadence Design Systems Inc                                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     10147 | NS      | $1855176.01   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                                                                                                  | Catalent Inc                                                                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6264 | NS      | $335437.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                                                                                          | Celsius Holdings Inc                                                                            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7592 | NS      | $761629.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                                                                                                | Hershey Co/The                                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      5888 | NS      | $1322444.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                                                                                                     | Hess Corp                                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      9553 | NS      | $1434478.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                                                                 | Hilton Worldwide Holdings Inc                                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     10264 | NS      | $1489203.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                                                                                                   | HubSpot Inc                                                                                     | CUSIP: 443573100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $728721.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                                                                                        | IDEXX Laboratories Inc                                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1888 | NS      | $907184.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Electric Corp Ltd                                                                                                      | Israel Electric Corp Ltd 6.88 06/21/2023                                                        | CUSIP: 46507MAE2<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     57000 | PA      | $57321.08     | 0.01%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                                                                 | KKR CLO Ltd 22 6.41                                                                             | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $293720.07    | 0.05%             | 2031-07-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Plug Power Inc                                                                                                                | Plug Power Inc                                                                                  | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      6605 | NS      | $112417.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Services Inc                                                                                                         | Republic Services Inc                                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      4446 | NS      | $554949.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                                                                                                 | Rexford Industrial Realty Inc                                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      7195 | NS      | $456666.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                                                                                                                    | R1 RCM Inc                                                                                      | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20637 | NS      | $295315.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    576781 | NS      | $576780.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                                                                                           | SVB Financial Group                                                                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1877 | NS      | $567679.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                                                                                                      | Sarepta Therapeutics Inc                                                                        | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      5180 | NS      | $647344.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                                                                                  | Teradyne Inc                                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      8687 | NS      | $883467.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                                                                                            | Trade Desk Inc/The                                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     11286 | NS      | $572200.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 2.38 01/15/2025                                  | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    789700 | PA      | $793418.81    | 0.12%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.13 02/15/2051                                  | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    628925 | PA      | $435093.80    | 0.07%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.00 11/15/2041                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3150000 | PA      | $2394738.30   | 0.37%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds - When Issued                                                                  | United States Treasury Inflation Indexed Bonds 0.13 02/15/2052                                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1069460 | PA      | $739384.55    | 0.11%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.38 02/15/2042                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4046484.40   | 0.62%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.25 08/15/2027                                                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $188460.94    | 0.03%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.88 01/15/2029                                  | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    412664 | PA      | $401817.71    | 0.06%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.63 01/15/2026                                  | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1503516 | PA      | $1454800.22   | 0.22%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.00 05/31/2024                                                | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3866484.36   | 0.59%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.13 04/15/2025                                  | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2132254 | PA      | $2044702.28   | 0.31%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                                                                             | Veeva Systems Inc                                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      3497 | NS      | $596413.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                                                                                          | Verisk Analytics Inc                                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2964 | NS      | $538825.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                                                                | Eaton Corp PLC                                                                                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      1601 | NS      | $259698.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                                                                                                      | Horizon Therapeutics Plc                                                                        | CUSIP: G46188101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1881 | NS      | $206383.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                                                                     | Aptiv PLC                                                                                       | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3546 | NS      | $401017.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                                                                        | Trane Technologies PLC                                                                          | CUSIP: G8994E103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4575 | NS      | $819474.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                                                                                           | TE Connectivity Ltd                                                                             | CUSIP: H84989104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4014 | NS      | $510380.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                                                                         | Spotify Technology SA                                                                           | CUSIP: L8681T102<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      4263 | NS      | $480525.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Century Quality Diversified International ETF                                                                        | American Century Quality Diversified International ETF                                          | CUSIP: 025072406<br>LEI: N/A                  | Long             | EC               | RF                | US        |    738060 | NS      | $31866995.20  | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    174886 | NS      | $174886.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abcam PLC                                                                                                                     | Abcam PLC                                                                                       | CUSIP: 000380204<br>LEI: 213800B9N83DSNT33F79 | Long             | EC               | CORP              | GB        |      3187 | NS      | $44203.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Balfour Beatty PLC                                                                                                            | Balfour Beatty PLC                                                                              | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |     12034 | NS      | $54494.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                                                                                               | Alamos Gold Inc                                                                                 | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |      7502 | NS      | $82769.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diploma PLC                                                                                                                   | Diploma PLC                                                                                     | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |      2282 | NS      | $77194.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                                                                                                  | RS GROUP PLC                                                                                    | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |      3669 | NS      | $42655.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                                                                                                    | Brixmor Property Group Inc                                                                      | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3295 | NS      | $77531.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International Inc                                                                                                     | Finning International Inc                                                                       | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      3732 | NS      | $105294.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                                                                                                                 | Huhtamaki Oyj                                                                                   | CUSIP: N/A<br>LEI: 5493007050SJVMXN6L29       | Long             | EC               | CORP              | FI        |      1725 | NS      | $64519.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tod's SpA                                                                                                                     | Tod's SpA                                                                                       | CUSIP: N/A<br>LEI: 815600DA4FA5A5D4CD58       | Long             | EC               | CORP              | IT        |       591 | NS      | $23109.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                                                                                | Storebrand ASA                                                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |      9292 | NS      | $80892.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alten SA                                                                                                                      | Alten SA                                                                                        | CUSIP: N/A<br>LEI: 969500Y7G9TY7Y24GN07       | Long             | EC               | CORP              | FR        |       700 | NS      | $107559.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co Ltd                                                                                                        | Nagoya Railroad Co Ltd                                                                          | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | EC               | CORP              | JP        |      5300 | NS      | $87634.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nifco Inc/Japan                                                                                                               | Nifco Inc/Japan                                                                                 | CUSIP: 654101104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $70083.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Gas Co Ltd                                                                                                             | Nippon Gas Co Ltd                                                                               | CUSIP: N/A<br>LEI: 549300N3DC5V2XON9C60       | Long             | EC               | CORP              | JP        |      5900 | NS      | $94171.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Rohto Pharmaceutical Co Ltd                                                                                                   | Rohto Pharmaceutical Co Ltd                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6200 | NS      | $114398.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanwa Holdings Corp                                                                                                           | Sanwa Holdings Corp                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $24348.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Yuden Co Ltd                                                                                                            | Taiyo Yuden Co Ltd                                                                              | CUSIP: N/A<br>LEI: 353800V9G3X5PLB9AD43       | Long             | EC               | CORP              | JP        |      2200 | NS      | $74724.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |      2661 | NS      | $2660.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Solutions ASA                                                                                                            | Aker Solutions ASA                                                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |     15797 | NS      | $62449.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                                                                                                | Intermediate Capital Group PLC                                                                  | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |      1299 | NS      | $22352.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanza Bank Holding AB                                                                                                        | Avanza Bank Holding AB                                                                          | CUSIP: N/A<br>LEI: 549300MBWR5H8SIJLE03       | Long             | EC               | CORP              | SE        |      1992 | NS      | $45962.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Trainline PLC                                                                                                                 | Trainline PLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     24133 | NS      | $84488.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer AG                                                                                                                 | TeamViewer AG                                                                                   | CUSIP: N/A<br>LEI: 3912000FZ0R0KEK9JS42       | Long             | EC               | CORP              | DE        |      5233 | NS      | $73716.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                                                                                      | Wise PLC                                                                                        | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |      7117 | NS      | $47709.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allkem Ltd                                                                                                                    | Allkem Ltd                                                                                      | CUSIP: N/A<br>LEI: 2138006SR6M416DVKM86       | Long             | EC               | CORP              | AU        |      4592 | NS      | $42631.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexatronic Group AB                                                                                                           | Hexatronic Group AB                                                                             | CUSIP: N/A<br>LEI: 2138001VSY1B4U9JLM82       | Long             | EC               | CORP              | SE        |      8193 | NS      | $100843.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Invincible Investment Corp                                                                                                    | Invincible Investment Corp                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       257 | NS      | $109603.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                                                                                         | PSP Swiss Property AG                                                                           | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |      1020 | NS      | $127156.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                                                                | Jyske Bank A/S                                                                                  | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |      1764 | NS      | $127225.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronav NV                                                                                                                    | Euronav NV                                                                                      | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |      2542 | NS      | $40028.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Internet Initiative Japan Inc                                                                                                 | Internet Initiative Japan Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5800 | NS      | $108841.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARR SpA                                                                                                                      | MARR SpA                                                                                        | CUSIP: N/A<br>LEI: 815600576D5536AC7B34       | Long             | EC               | CORP              | IT        |       758 | NS      | $9966.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Holdings Corp                                                                                                            | West Holdings Corp                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $59971.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Chewy Inc                                                                                                                     | Chewy Inc                                                                                       | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6941 | NS      | $312761.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Chipotle Mexican Grill Inc                                                                                                    | Chipotle Mexican Grill Inc                                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       783 | NS      | $1289115.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                                                                                                | Cloudflare Inc                                                                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |     10428 | NS      | $551745.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                                                                                   | Cognex Corp                                                                                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     11387 | NS      | $623324.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                                                                                           | Curtiss-Wright Corp                                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      3949 | NS      | $654744.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                                                                              | Cytokinetics Inc                                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      7586 | NS      | $322253.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                                                                                                   | Datadog Inc                                                                                     | CUSIP: 23804L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7904 | NS      | $591298.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                                                                                                    | Dexcom Inc                                                                                      | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9093 | NS      | $973769.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                                                                                                  | DocuSign Inc                                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      2821 | NS      | $171065.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                                                                                         | Element Solutions Inc                                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     29483 | NS      | $603811.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                                                                            | Enphase Energy Inc                                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2302 | NS      | $509616.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                                                                                              | EPAM Systems Inc                                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2064 | NS      | $686589.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                                                                                      | Etsy Inc                                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1558 | NS      | $214349.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                                                                                         | Excelerate Energy Inc                                                                           | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7795 | NS      | $181623.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                                                                                | Five Below Inc                                                                                  | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1345 | NS      | $265139.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                                                                                     | Graco Inc                                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      6222 | NS      | $425087.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                                                                                    | HEICO Corp                                                                                      | CUSIP: 422806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3621 | NS      | $619009.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                                                                                                  | MSC Industrial Direct Co Inc                                                                    | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      8165 | NS      | $675245.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                                                                                           | Northern Trust Corp                                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     13736 | NS      | $1331979.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                                                                                             | NorthWestern Corp                                                                               | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     12038 | NS      | $683758.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                                                                             | Omnicom Group Inc                                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      4483 | NS      | $385493.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                                                                                                  | Oshkosh Corp                                                                                    | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8708 | NS      | $877592.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                                                                                     | Packaging Corp of America                                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      5424 | NS      | $774004.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                                                                          | Parker-Hannifin Corp                                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1440 | NS      | $469440.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                                                                                     | Sodexo SA                                                                                       | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      4008 | NS      | $397324.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                                                                                   | Phillips 66                                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1411 | NS      | $141480.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                                                                                                    | Pinnacle West Capital Corp                                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      4668 | NS      | $347999.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain                                                                                                           | Cie de Saint-Gobain                                                                             | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      9198 | NS      | $528251.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                                                                                        | T Rowe Price Group Inc                                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      5795 | NS      | $674943.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                                                                                     | Prosperity Bancshares Inc                                                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7784 | NS      | $590494.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                                                                | Public Storage                                                                                  | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1411 | NS      | $429423.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                                                                                         | Quest Diagnostics Inc                                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      4188 | NS      | $621834.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                                                                            | Realty Income Corp                                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      9863 | NS      | $669007.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                                                                                            | Regal Rexnord Corp                                                                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      4787 | NS      | $666350.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                                                                                          | Regency Centers Corp                                                                            | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8886 | NS      | $592074.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                                                                                              | Reinsurance Group of America Inc                                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3349 | NS      | $508277.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                                                                         | Republic Services Inc                                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1453 | NS      | $181363.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                                                                                                   | ROBLOX Corp                                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3022 | NS      | $112448.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue                                                            | City of San Francisco CA Public Utilities Commission Water Revenue 6.00% 11/01/2040             | CUSIP: 79765RSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11173.14     | 0.00%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                                                                                              | Henry Schein Inc                                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      8810 | NS      | $758981.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                                                                                               | Sealed Air Corp 5.13 12/01/2024                                                                 | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104326.43    | 0.02%             | 2024-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                                                                            | J M Smucker Co/The                                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2712 | NS      | $414393.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                                                                                            | Sonoco Products Co                                                                              | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      3879 | NS      | $237045.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                                                                                         | Southwest Airlines Co                                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     21620 | NS      | $773347.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                                                                                                        | Southwestern Energy Co 5.70 01/23/2025                                                          | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20845.65     | 0.00%             | 2025-01-23      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                                                                     | Spire Inc                                                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     12493 | NS      | $902244.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprint Corp                                                                                                                   | Sprint LLC 7.88 09/15/2023                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71118.11     | 0.01%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                                                                                   | Sprint LLC 7.13 06/15/2024                                                                      | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322091.28    | 0.05%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                                                           | Station Casinos LLC 4.63 12/01/2031                                                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    530000 | PA      | $447336.43    | 0.07%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                                                                | Structured Adjustable Rate Mortgage Loan Trust 5.23                                             | CUSIP: 86359BWE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8176 | PA      | $7926.35      | 0.00%             | 2034-07-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                                                              | Symphony CLO XXII Ltd 6.49                                                                      | CUSIP: 87167GAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $491412.50    | 0.08%             | 2033-04-18      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                                                              | T-Mobile USA Inc 4.75 02/01/2028                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238006.94    | 0.04%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                                                              | T-Mobile USA Inc 3.50 04/15/2031                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13441.87     | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                                                                                                | Tempur Sealy International Inc 3.88 10/15/2031                                                  | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    136000 | PA      | $112222.44    | 0.02%             | 2031-10-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                                                                          | Tencent Holdings Ltd 3.80 02/11/2025                                                            | CUSIP: 88032WAD8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     86000 | PA      | $83951.91     | 0.01%             | 2025-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                                                                 | TransDigm Inc 6.38 06/15/2026                                                                   | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49440.00     | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                                                                 | TransDigm Inc 4.63 01/15/2029                                                                   | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171680.20    | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                                                                      | Turk Telekomunikasyon AS 4.88 06/19/2024                                                        | CUSIP: 90011QAB6<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    115000 | PA      | $108939.50    | 0.02%             | 2024-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 2.50 01/15/2029                                  | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2981276 | PA      | $3173091.83   | 0.49%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 2.13 02/15/2040                                  | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    495864 | PA      | $545971.95    | 0.08%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.75 02/15/2042                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    869570 | PA      | $760465.89    | 0.12%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.00 05/15/2042                                                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $223701.17    | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.63 02/15/2043                                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    401419 | PA      | $339740.48    | 0.05%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.75 11/15/2043                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $39834.38     | 0.01%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 1.38 02/15/2044                                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1469022 | PA      | $1427340.88   | 0.22%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.13 08/15/2044                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $315519.53    | 0.05%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.00 05/15/2045                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $88101.56     | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.00 11/15/2045                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $43996.09     | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.88 02/15/2047                                  | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    493324 | PA      | $426681.95    | 0.07%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.88 08/31/2024                                                | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3844453.12   | 0.59%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.13 04/15/2026                                  | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3405660 | PA      | $3236235.84   | 0.50%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.50 11/30/2028                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6142886.74   | 0.94%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.13 01/15/2032                                  | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1643189 | PA      | $1484885.80   | 0.23%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                                                                | United States Treasury Inflation Indexed Bonds 0.13 04/15/2027                                  | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2388261 | PA      | $2256306.16   | 0.35%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.75 07/31/2027                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    311000 | PA      | $299404.32    | 0.05%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.88 11/30/2027                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3895000 | PA      | $3940035.94   | 0.60%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                                                         | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73186.37     | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| VSE 2018-A Voi Mortgage LLC                                                                                                   | VSE 2018-A Voi Mortgage LLC 3.72                                                                | CUSIP: 918286AB1<br>LEI: 549300E4XED7XGXU7L27 | Long             | ABS-MBS          | CORP              | US        |     91331 | PA      | $88445.14     | 0.01%             | 2036-02-20      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust                                                                 | WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust 5.95                              | CUSIP: 92922FHA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10475 | PA      | $9598.60      | 0.00%             | 2033-11-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                           | State of Washington 5.14% 08/01/2040                                                            | CUSIP: 93974CRE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21277.76     | 0.00%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                                                                            | Kingdom of Belgium Government Bond 4.25 03/28/2041                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     27000 | PA      | $33885.99     | 0.01%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                              | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 5.25 05/15/2027                                | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189194.00    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                                                                  | ZF North America Capital Inc 4.75 04/29/2025                                                    | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106223.70    | 0.02%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                                                                                          | Big Yellow Group PLC                                                                            | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |      4087 | NS      | $60958.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals Inc                                                                                                   | Apellis Pharmaceuticals Inc                                                                     | CUSIP: 03753U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1015 | NS      | $53520.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                                                                                             | Corporate Office Properties Trust                                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      2052 | NS      | $57599.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                                                               | Equity LifeStyle Properties Inc                                                                 | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       807 | NS      | $57926.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                                                                                  | Freshpet Inc                                                                                    | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      1467 | NS      | $92905.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                                                             | Ginnie Mae I Pool 7.50                                                                          | CUSIP: 36206PBZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       393 | PA      | $393.41       | 0.00%             | 2025-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IDACORP Inc                                                                                                                   | IDACORP Inc                                                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       570 | NS      | $60311.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                                                                                             | Inari Medical Inc                                                                               | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1492 | NS      | $85118.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                                                                                    | Insmed Inc                                                                                      | CUSIP: 457669307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2420 | NS      | $52102.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                                                                                     | Intellia Therapeutics Inc                                                                       | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       513 | NS      | $21771.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                                                                                 | Trelleborg AB                                                                                   | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |      3694 | NS      | $92366.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinaxis Inc                                                                                                                   | Kinaxis Inc                                                                                     | CUSIP: 49448Q109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       764 | NS      | $88799.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                                                                                           | Interpump Group SpA                                                                             | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      1356 | NS      | $70715.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Interroll Holding AG                                                                                                          | Interroll Holding AG                                                                            | CUSIP: N/A<br>LEI: 529900MU4QAEI94TB543       | Long             | EC               | CORP              | CH        |        21 | NS      | $65412.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                                                                                                    | AIXTRON SE                                                                                      | CUSIP: N/A<br>LEI: 5299004UJ4D51M25LD67       | Long             | EC               | CORP              | DE        |      2374 | NS      | $70734.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                                                                                    | Acciona SA                                                                                      | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |       207 | NS      | $40385.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Century STOXX US Quality Value ETF                                                                                   | American Century STOXX US Quality Value ETF                                                     | CUSIP: 025072208<br>LEI: 549300MVBKFDHGBLXN54 | Long             | EC               | RF                | US        |    805916 | NS      | $40013729.40  | 6.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantis Emerging Markets Equity ETF                                                                                           | Avantis Emerging Markets Equity ETF                                                             | CUSIP: 025072604<br>LEI: 549300FLNHJ0Y6F35177 | Long             | EC               | RF                | US        |    664055 | NS      | $36523025.00  | 5.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                                                                                    | Asics Corp                                                                                      | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      4900 | NS      | $116622.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SunOpta Inc                                                                                                                   | SunOpta Inc                                                                                     | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |      8477 | NS      | $69257.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantis International Equity ETF                                                                                              | Avantis International Equity ETF                                                                | CUSIP: 025072703<br>LEI: 549300J3U01FFJ07XD39 | Long             | EC               | RF                | US        |    521374 | NS      | $30161485.90  | 4.63%             |  |  |  | No            |                  1 | On Loan: No      |
| American Century Focused Large Cap Value ETF                                                                                  | American Century Focused Large Cap Value ETF                                                    | CUSIP: 025072794<br>LEI: N/A                  | Long             | EC               | RF                | US        |    658209 | NS      | $39661699.71  | 6.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QinetiQ Group PLC                                                                                                             | QinetiQ Group PLC                                                                               | CUSIP: N/A<br>LEI: 213800S8OBDOZMCMUW34       | Long             | EC               | CORP              | GB        |     16009 | NS      | $71809.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Hotel REIT Investment Corp                                                                                              | Japan Hotel REIT Investment Corp                                                                | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |       231 | NS      | $146381.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantis International Small Cap Value ETF                                                                                     | Avantis International Small Cap Value ETF                                                       | CUSIP: 025072802<br>LEI: 549300IHSLZS0JQXM287 | Long             | EC               | RF                | US        |    141791 | NS      | $8498952.54   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantis U.S. Small Cap Value ETF                                                                                              | Avantis U.S. Small Cap Value ETF                                                                | CUSIP: 025072877<br>LEI: 549300OVTYY3CGRMI219 | Long             | EC               | RF                | US        |    119940 | NS      | $9823086.00   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE Automotive SA                                                                                                             | CIE Automotive SA                                                                               | CUSIP: N/A<br>LEI: 95980020140005381252       | Long             | EC               | CORP              | ES        |      2726 | NS      | $80974.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                                                                                               | DKSH Holding AG                                                                                 | CUSIP: N/A<br>LEI: 549300HUUUNHO6FJUS42       | Long             | EC               | CORP              | CH        |       981 | NS      | $83576.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantis US Equity ETF                                                                                                         | Avantis US Equity ETF                                                                           | CUSIP: 025072885<br>LEI: 54930069ENIYWNS5S829 | Long             | EC               | RF                | US        |    575189 | NS      | $41839247.86  | 6.42%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Ltd                                                                                                             | H World Group Ltd                                                                               | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |      9477 | NS      | $449967.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                                                                                              | Pernod Ricard SA                                                                                | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      1414 | NS      | $292740.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                                                         | Schneider Electric SE                                                                           | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      5594 | NS      | $907433.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group PLC                                                                                                            | ConvaTec Group PLC                                                                              | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     35127 | NS      | $101884.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                                                              | ASR Nederland NV                                                                                | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      2167 | NS      | $102567.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                                                                                       | Puma SE                                                                                         | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |      7083 | NS      | $483686.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                                                        | Mercedes-Benz Group AG                                                                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      5018 | NS      | $373399.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| M&A Capital Partners Co Ltd                                                                                                   | M&A Capital Partners Co Ltd                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $33870.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                                                                                                          | Man Group PLC/Jersey                                                                            | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | GB        |     26036 | NS      | $80098.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                                                      | Infineon Technologies AG                                                                        | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |     16863 | NS      | $607244.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                             | HSBC Holdings PLC                                                                               | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    104000 | NS      | $764565.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                                                                                       | CSL Ltd                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3927 | NS      | $829187.68    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                                                                         | Fast Retailing Co Ltd                                                                           | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |       800 | NS      | $485887.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                                                                                  | Keyence Corp                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $736590.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                                                                     | Taiwan Semiconductor Manufacturing Co Ltd                                                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     38000 | NS      | $670577.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pets at Home Group Plc                                                                                                        | Pets at Home Group Plc                                                                          | CUSIP: N/A<br>LEI: 2138003Y9ULD24PD3J93       | Long             | EC               | CORP              | GB        |      7702 | NS      | $33505.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Watches of Switzerland Group PLC                                                                                              | Watches of Switzerland Group PLC                                                                | CUSIP: N/A<br>LEI: 2138008ZOT5K9PJW7168       | Long             | EC               | CORP              | GB        |      8755 | NS      | $102776.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    152112 | NS      | $152112.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    356613 | NS      | $356613.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amvis Holdings Inc                                                                                                            | Amvis Holdings Inc                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $91031.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bapcor Ltd                                                                                                                    | Bapcor Ltd                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3745 | NS      | $16936.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     36104 | NS      | $36104.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    176071 | NS      | $176071.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                                                                                                    | AddTech AB                                                                                      | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |      3523 | NS      | $56259.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                                                                              | Georg Fischer AG                                                                                | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |       925 | NS      | $63776.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     40744 | NS      | $40743.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    222127 | NS      | $222126.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA                                                                                                  | B&M European Value Retail SA                                                                    | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | GB        |      6298 | NS      | $34829.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                                                                                   | Hensoldt AG                                                                                     | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |      2418 | NS      | $70105.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    136057 | NS      | $136057.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                                                                                       | Sika AG                                                                                         | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      1379 | NS      | $391838.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Visional Inc                                                                                                                  | Visional Inc                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $108687.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stabilus SE                                                                                                                   | Stabilus SE                                                                                     | CUSIP: N/A<br>LEI: 529900JOSL94HJN4VZ28       | Long             | EC               | CORP              | DE        |       568 | NS      | $39177.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                                                                                                                     | Alcon Inc                                                                                       | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      7202 | NS      | $543452.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                                                                                    | Hexagon AB                                                                                      | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |     32527 | NS      | $372873.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                                                                                 | Beijer Ref AB                                                                                   | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |      3734 | NS      | $57604.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Tate & Lyle PLC                                                                                                               | Tate & Lyle PLC                                                                                 | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |      4534 | NS      | $42220.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                                                                                                      | Bank Central Asia Tbk PT                                                                        | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   1144900 | NS      | $649741.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Ning Co Ltd                                                                                                                | Li Ning Co Ltd                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     81500 | NS      | $805681.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Region RE Ltd                                                                                                                 | Region RE Ltd                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     21646 | NS      | $41536.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euroapi SA                                                                                                                    | Euroapi SA                                                                                      | CUSIP: N/A<br>LEI: 9695002FT7GGI3CKKJ14       | Long             | EC               | CORP              | FR        |      1376 | NS      | $22122.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                                                                                            | Koninklijke DSM NV                                                                              | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |      4467 | NS      | $574465.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                                                                                               | MonotaRO Co Ltd                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25400 | NS      | $384768.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                                                                                       | SPIE SA                                                                                         | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |      4356 | NS      | $118919.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IPH Ltd                                                                                                                       | IPH Ltd                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5000 | NS      | $30242.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                                                                | Air Liquide SA                                                                                  | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      3355 | NS      | $534203.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                                                                  | Iberdrola SA                                                                                    | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     60066 | NS      | $704680.21    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings Inc                                                                                                        | TechnoPro Holdings Inc                                                                          | CUSIP: N/A<br>LEI: 3538001DJ8I5PJQNHU53       | Long             | EC               | CORP              | JP        |      1200 | NS      | $37362.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elis SA                                                                                                                       | Elis SA                                                                                         | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |      7307 | NS      | $128335.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                                                                             | Bureau Veritas SA                                                                               | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |     23208 | NS      | $663550.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                                                                 | AIA Group Ltd                                                                                   | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     61800 | NS      | $698812.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| carsales.com Ltd                                                                                                              | carsales.com Ltd                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4834 | NS      | $78263.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| a2 Milk Co Ltd/The                                                                                                            | a2 Milk Co Ltd/The                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     16804 | NS      | $81251.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                                                                                     | Segro PLC                                                                                       | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     34890 | NS      | $359143.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                                                             | Compass Group PLC                                                                               | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     23016 | NS      | $549806.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Menicon Co Ltd                                                                                                                | Menicon Co Ltd                                                                                  | CUSIP: N/A<br>LEI: 3538000OOSRECSEX2327       | Long             | EC               | CORP              | JP        |      1600 | NS      | $35355.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent Consulting Inc                                                                                                     | BayCurrent Consulting Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $97771.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Tencent Holdings Ltd                                                                                                          | Tencent Holdings Ltd                                                                            | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | CN        |     15000 | NS      | $730933.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sendas Distribuidora SA                                                                                                       | Sendas Distribuidora SA                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     73100 | NS      | $281956.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOITEC                                                                                                                        | SOITEC                                                                                          | CUSIP: N/A<br>LEI: 969500ZR92SQCU9TST26       | Long             | EC               | CORP              | FR        |       388 | NS      | $58846.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Golar LNG Ltd                                                                                                                 | Golar LNG Ltd                                                                                   | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |      1773 | NS      | $41559.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                                                                      | Universal Music Group NV                                                                        | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     25474 | NS      | $651175.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                                                                            | Cellnex Telecom SA                                                                              | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      9888 | NS      | $387490.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                                                                                         | CyberArk Software Ltd                                                                           | CUSIP: M2682V108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       369 | NS      | $51984.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                                                                                                                    | Inmode Ltd                                                                                      | CUSIP: M5425M103<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3155 | NS      | $110582.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                                                                                                      | Nova Ltd                                                                                        | CUSIP: M7516K103<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       873 | NS      | $79181.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio                     | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |    336268 | NS      | $336267.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio                     | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |    377863 | NS      | $377863.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio                     | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |     40457 | NS      | $40456.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio                     | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |    107331 | NS      | $107331.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-28

**Name of Applicant:** American Century Strategic Asset Allocations Inc

**Signature:** Amy R. Bitter

**Name of Signer:** Amy R. Bitter

**Title:** Assistant Treasurer