# EDGAR Filing Document

**Accession Number:** 0001095726
**File Stem:** 0001752724-23-072768
**Filing Date:** 2023-3
**Character Count:** 209168
**Document Hash:** 31447710ff42cd69afc05f00f6c56458
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-072768.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-072768

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230131

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09945
- **FILM NUMBER:** 23775426

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

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

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

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

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

## Series and Classes Contracts Data

### Natixis Sustainable Future 2050 Fund (Series ID: S000056591)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000179044 | Class N      | NSFKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Natixis Sustainable Future 2050 Fund

- **b. EDGAR series identifier (if any):** S000056591

- **c. LEI of Series:** 549300ZTCKZ76Z3GCE77

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $24701483.11

**Total Liabilities:** $11492746.87

**Net Assets:** $13208736.24

**Cash Not Reported:** $1554.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179044 | 8.22%                | -4.21%               | 8.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14496.55                | $887279.75                                 |
| Month 2  | $32698.94                | $-603386.01                                |
| Month 3  | $3573.78                 | $1066624.24                                |

### Schedule of Portfolio Investments

| Name                                              | Title                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                       | Honeywell International Inc                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       115 | NS      | $23975.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                           | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6962.87      | 0.05%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp                                      | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8086.88      | 0.06%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12000 | PA      | $7051.41      | 0.05%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132AEKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       149 | PA      | $137.31       | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                      | Assurant Inc                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        37 | NS      | $4905.83      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The              | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6577.80      | 0.05%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       606 | NS      | $101789.82    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        30 | NS      | $12680.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                     | Dynatrace Inc                                     | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       278 | NS      | $10683.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                          | Fortune Brands Innovations Inc                    | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4534.85      | 0.03%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                         | L3Harris Technologies Inc                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        40 | NS      | $8592.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                     | BlackRock Inc                                     | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        11 | NS      | $8351.31      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                           | Zebra Technologies Corp                           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        13 | NS      | $4110.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | Warner Bros Discovery Inc                         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      2637 | NS      | $39080.34     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        80 | NS      | $14818.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        56 | NS      | $15626.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                      | HB Fuller Co                                      | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       137 | NS      | $9466.70      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | Equity Residential                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |       147 | NS      | $9356.55      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                         | New Jersey Resources Corp                         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       320 | NS      | $15974.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | American Electric Power Co Inc                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       181 | NS      | $17006.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1331 | NS      | $52334.92     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association             | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     12000 | PA      | $14412.30     | 0.11%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                       | Alnylam Pharmaceuticals Inc                       | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       290 | NS      | $65656.00     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                               | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5870.40      | 0.04%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                               | Meritage Homes Corp                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       115 | NS      | $12384.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                         | Teledyne Technologies Inc                         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        15 | NS      | $6363.90      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                     | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |        27 | NS      | $2026.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | Expeditors International of Washington Inc        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       336 | NS      | $36338.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2761 | PA      | $2322.60      | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                             | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3567.10      | 0.03%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                  | Genuine Parts Co                                  | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        34 | NS      | $5705.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                          | MSCI Inc                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        66 | NS      | $35082.96     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                        | Chipotle Mexican Grill Inc                        | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $4939.14      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | Jack Henry & Associates Inc                       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        22 | NS      | $3961.98      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | American Water Works Co Inc                       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        40 | NS      | $6259.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals Inc                        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        11 | NS      | $3554.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                            | Liberty Broadband Corp                            | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       243 | NS      | $21816.54     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | Mondelez International Inc                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       263 | NS      | $17210.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                            | Jones Lang LaSalle Inc                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        64 | NS      | $11831.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        34 | NS      | $6942.46      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                       | Toro Co/The                                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       142 | NS      | $15835.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                       | Trex Co Inc                                       | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $5113.84      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       216 | NS      | $35298.72     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | Highwoods Properties Inc                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       633 | NS      | $19224.21     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                               | Macquarie Group Ltd                               | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      4000 | PA      | $3761.45      | 0.03%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        72 | NS      | $19252.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                     | International Bancshares Corp                     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       310 | NS      | $14529.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       405 | PA      | $393.72       | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1859 | PA      | $1564.20      | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The              | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7011.41      | 0.05%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1429 | PA      | $1315.24      | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        39 | NS      | $19468.41     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                        | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7797.55      | 0.06%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                                     | Synaptics Inc                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |        92 | NS      | $11502.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc               | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      6000 | PA      | $5857.60      | 0.04%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp              | International Business Machines Corp              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        47 | NS      | $6332.31      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                     | Repligen Corp                                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        51 | NS      | $9450.30      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        42 | NS      | $5881.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust iShares ESG MSCI                    | iShares Trust iShares ESG Aware MSCI EAFE ETF     | CUSIP: 46435G516<br>LEI: 549300IT2A3OM8F0BB22 | Long             | EC               | RF                | US        |     15467 | NS      | $1109757.25   | 8.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        66 | NS      | $5264.82      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1187 | NS      | $55634.69     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                          | Yelp Inc                                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       259 | NS      | $8161.09      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | Northern Trust Corp                               | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        30 | NS      | $2909.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                      | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6379.63      | 0.05%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                      | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1552.71      | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                 | ManpowerGroup Inc                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |        73 | NS      | $6362.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTL FINANCE BV                               | LYB International Finance BV                      | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |      2000 | PA      | $1869.46      | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | Hilton Worldwide Holdings Inc                     | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       113 | NS      | $16395.17     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       103 | NS      | $8071.08      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                     | DR Horton Inc                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        45 | NS      | $4441.05      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                       | Paychex Inc                                       | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        27 | NS      | $3128.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                          | MarketAxess Holdings Inc                          | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        15 | NS      | $5457.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                  | Reinsurance Group of America Inc                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       227 | NS      | $34451.79     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JetBlue Airways Corp                              | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       730 | NS      | $5840.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                           | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3941.34      | 0.03%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                  | Schlumberger Ltd                                  | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       101 | NS      | $5754.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                        | Terex Corp                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       151 | NS      | $7696.47      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        66 | NS      | $9751.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                  | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      6000 | PA      | $5002.16      | 0.04%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                         | Ball Corp                                         | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        36 | NS      | $2096.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       126 | PA      | $126.39       | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                    | Air Products and Chemicals Inc                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        13 | NS      | $4166.63      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | Ventas Inc                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        51 | NS      | $2642.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                  | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16000 | PA      | $13774.38     | 0.10%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                      | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4589.32      | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Mirova Global Green Bond Fund                     | Mirova Global Green Bond Fund                     | CUSIP: 63872R517<br>LEI: 549300J4K0FKIGYS0L15 | Long             | EC               | RF                | US        |     22966 | NS      | $190159.62    | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        12 | NS      | $6843.96      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        30 | NS      | $15334.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                              | Boston Properties LP                              | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      3000 | PA      | $2758.25      | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                        | Sprouts Farmers Market Inc                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       230 | NS      | $7348.50      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                             | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       603 | NS      | $18650.79     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7746 | PA      | $7041.13      | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                 | KKR Real Estate Finance Trust Inc                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |       440 | NS      | $7009.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | Cognizant Technology Solutions Corp               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       157 | NS      | $10479.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       545 | NS      | $28994.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       751 | NS      | $37174.50     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC Energy Group Inc                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        30 | NS      | $2819.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources Inc                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       358 | NS      | $47345.50     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M Co                                             | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       129 | NS      | $14845.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                          | NIKE Inc                                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       155 | NS      | $19736.15     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                          | Agilent Technologies Inc                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        35 | NS      | $5322.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        85 | NS      | $9804.75      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                     | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       117 | NS      | $11308.05     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6690 | PA      | $6081.39      | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology Inc                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        73 | NS      | $4401.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                     | First American Financial Corp                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       159 | NS      | $9837.33      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       210 | NS      | $6770.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                        | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3906.50      | 0.03%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1068 | NS      | $55770.96     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                | Easterly Government Properties Inc                | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       503 | NS      | $8168.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                         | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |        51 | NS      | $16877.94     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | Walgreens Boots Alliance Inc                      | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        99 | NS      | $3649.14      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | Chubb Ltd                                         | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        49 | NS      | $11147.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | Omnicom Group Inc                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       151 | NS      | $12984.49     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | Under Armour Inc                                  | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       909 | NS      | $9908.10      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                               | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5889.12      | 0.04%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                  | Cirrus Logic Inc                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        97 | NS      | $8767.83      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC Financial Services Group Inc/The              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       110 | NS      | $18197.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp              | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6101.69      | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                 | Lithia Motors Inc                                 | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        29 | NS      | $7632.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                      | Select Medical Holdings Corp                      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $6976.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                        | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4394.65      | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                           | Essential Utilities Inc                           | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5186.81      | 0.04%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                               | SVB Financial Group                               | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        12 | NS      | $3629.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1074 | NS      | $42261.90     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |      2000 | PA      | $2063.28      | 0.02%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                         | Qorvo Inc                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        54 | NS      | $5867.64      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | Under Armour Inc                                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      2016 | NS      | $24978.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                      | Moody's Corp                                      | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        23 | NS      | $7423.25      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO Corp                                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        74 | NS      | $10221.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc               | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5930.99      | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       115 | NS      | $4851.85      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                 | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5907.37      | 0.04%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exponent Inc                                      | Exponent Inc                                      | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |        95 | NS      | $9741.30      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                 | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2641.32      | 0.02%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                     | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       168 | NS      | $14059.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                        | Qualys Inc                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        67 | NS      | $7729.12      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | Truist Financial Corp                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       366 | NS      | $18076.74     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                    | Advanced Energy Industries Inc                    | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       134 | NS      | $12427.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       158 | NS      | $11873.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | Huntington Bancshares Inc/OH                      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       519 | NS      | $7873.23      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        40 | NS      | $6840.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | Texas Instruments Inc                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        96 | NS      | $17012.16     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        66 | NS      | $11659.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                               | Vulcan Materials Co                               | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        68 | NS      | $12466.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                            | Energizer Holdings Inc                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       349 | NS      | $12947.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC Investment Corp                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      1195 | NS      | $16873.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                               | PayPal Holdings Inc                               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       485 | NS      | $39522.65     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | Centene Corp                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        48 | NS      | $3659.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       742 | NS      | $73339.28     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | Estee Lauder Cos Inc/The                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        19 | NS      | $5264.52      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | Lumen Technologies Inc                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       213 | NS      | $1118.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        82 | NS      | $8222.14      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                    | Trustmark Corp                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       499 | NS      | $14530.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PORTFOLIO LP                                | Essex Portfolio LP                                | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |      4000 | PA      | $3493.79      | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                      | Prologis Inc                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        69 | NS      | $8920.32      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                    | Ameris Bancorp                                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       319 | NS      | $15044.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                       | Asbury Automotive Group Inc                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        31 | NS      | $6820.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       451 | NS      | $103824.71    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | Hewlett Packard Enterprise Co                     | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       191 | NS      | $3080.83      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | Range Resources Corp                              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       263 | NS      | $6580.26      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6256.47      | 0.05%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        97 | NS      | $16052.53     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                         | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       263 | NS      | $28982.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                         | Halozyme Therapeutics Inc                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       182 | NS      | $9422.14      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                     | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5688.87      | 0.04%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        10 | NS      | $4999.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | Baker Hughes Co                                   | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $5078.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                 | GXO Logistics Inc                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       201 | NS      | $10518.33     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | J M Smucker Co/The                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        41 | NS      | $6264.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                        | Iridium Communications Inc                        | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       177 | NS      | $10591.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | Leidos Holdings Inc                               | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        56 | NS      | $5535.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE Group Inc                                    | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       601 | NS      | $51391.51     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                            | Boot Barn Holdings Inc                            | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       100 | NS      | $8349.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                | Frontier Communications Parent Inc                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       393 | NS      | $11636.73     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        26 | NS      | $7563.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                         | Block Inc                                         | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       337 | NS      | $27539.64     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                        | Fiserv Inc                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       372 | NS      | $39684.96     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       252 | NS      | $35879.76     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                           | First Financial Bancorp                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       574 | NS      | $14539.42     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WCM Focused Emerging Markets Fund                 | WCM Focused Emerging Markets Fund                 | CUSIP: 46141P834<br>LEI: 5493004PSCRWO0N8YL71 | Long             | EC               | RF                | US        |     46528 | NS      | $650925.28    | 4.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                         | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5789.88      | 0.04%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                     | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1700.18      | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                 | State Street Corp                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       550 | NS      | $50231.50     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | Lockheed Martin Corp                              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        36 | NS      | $16677.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                  | BJ's Wholesale Club Holdings Inc                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       142 | NS      | $10290.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1007 | PA      | $957.77       | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       690 | PA      | $609.37       | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                       | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1865.34      | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                          | United Therapeutics Corp                          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        28 | NS      | $7368.76      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                           | Darling Ingredients Inc                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       127 | NS      | $8418.83      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                        | Sunrun Inc                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       193 | NS      | $5072.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                  | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6312.68      | 0.05%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                  | Ryder System Inc                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        74 | NS      | $6986.34      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                    | ChampionX Corp                                    | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       344 | NS      | $11358.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                  | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39000 | PA      | $35343.75     | 0.27%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                       | Cummins Inc                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        49 | NS      | $12227.46     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                       | Workday Inc                                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       416 | NS      | $75474.88     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                           | NOV Inc                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       404 | NS      | $9873.76      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                           | Physicians Realty Trust                           | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |       637 | NS      | $10102.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                            | Tyler Technologies Inc                            | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        18 | NS      | $5809.86      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        51 | NS      | $12536.31     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       686 | NS      | $169997.66    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                           | Magna International Inc                           | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       298 | NS      | $19352.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                        | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3561.72      | 0.03%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                       | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      3000 | PA      | $2370.05      | 0.02%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4724 | PA      | $4430.62      | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                              | Align Technology Inc                              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        13 | NS      | $3506.49      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | Paramount Global                                  | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       185 | NS      | $4284.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | Becton Dickinson and Co                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        47 | NS      | $11854.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                     | Ingredion Inc                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        92 | NS      | $9457.60      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        19 | NS      | $4244.41      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                      | Penumbra Inc                                      | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        36 | NS      | $9014.76      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                | Regal Rexnord Corp                                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        75 | NS      | $10440.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | Service Corp International/US                     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       170 | NS      | $12605.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                 | Veeva Systems Inc                                 | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       186 | NS      | $31722.30     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                               | Axon Enterprise Inc                               | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        52 | NS      | $10162.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | Intercontinental Exchange Inc                     | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       453 | NS      | $48720.15     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                        | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4972.48      | 0.04%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                           | Rockwell Automation Inc                           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        24 | NS      | $6768.72      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | Kellogg Co                                        | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       150 | NS      | $10287.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                      | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        22 | NS      | $5583.82      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6848 | PA      | $6613.28      | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10607 | PA      | $9293.82      | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                  | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5920.43      | 0.04%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                      | Newmont Corp                                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        64 | NS      | $3387.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                      | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    493859 | PA      | $493859.19    | 3.74%             |  |  |  | No            |                  2 | On Loan: No      |
| American States Water Co                          | American States Water Co                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |        99 | NS      | $9322.83      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                             | AECOM                                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       280 | NS      | $24435.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | Willis Towers Watson PLC                          | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       189 | NS      | $48041.91     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                    | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6904.61      | 0.05%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       590 | NS      | $115268.30    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | Best Buy Co Inc                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        18 | NS      | $1596.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | Chevron Corp                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $13573.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                               | Williams-Sonoma Inc                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        69 | NS      | $9310.86      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                         | Adobe Inc                                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       126 | NS      | $46662.84     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KeyCorp                                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       199 | NS      | $3818.81      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                           | Brandywine Realty Trust                           | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |      1122 | NS      | $7360.32      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                 | STAAR Surgical Co                                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |        67 | NS      | $4726.85      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                 | Take-Two Interactive Software Inc                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       219 | NS      | $24797.37     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | Waste Management Inc                              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        24 | NS      | $3713.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                  | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $17608.59     | 0.13%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                  | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       206 | NS      | $28588.68     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       284 | PA      | $270.81       | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                          | Saia Inc                                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        33 | NS      | $9001.74      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | Hubbell Inc                                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        66 | NS      | $15108.06     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                  | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6805.78      | 0.05%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1396 | NS      | $139418.52    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | Cigna Corp                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        37 | NS      | $11716.79     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                         | American Assets Trust Inc                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       607 | NS      | $17275.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                          | Ceridian HCM Holding Inc                          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        37 | NS      | $2674.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                     | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5964.92      | 0.05%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CRISPR Therapeutics AG                            | CRISPR Therapeutics AG                            | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |       329 | NS      | $16785.58     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       148 | NS      | $13056.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | Crown Castle Inc                                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        35 | NS      | $5183.85      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DuPont de Nemours Inc                             | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        43 | NS      | $3179.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | Brixmor Property Group Inc                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |       957 | NS      | $22518.21     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                      | Illumina Inc                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       183 | NS      | $39198.60     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1031 | NS      | $111853.19    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                      | Doximity Inc                                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1066 | NS      | $37597.82     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       781 | PA      | $659.79       | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                       | Target Corp                                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        60 | NS      | $10328.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                         | Dick's Sporting Goods Inc                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        67 | NS      | $8760.92      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                       | Gartner Inc                                       | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        30 | NS      | $10144.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | Marsh & McLennan Cos Inc                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        46 | NS      | $8045.86      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       144 | NS      | $20717.28     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                            | Universal Display Corp                            | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $7024.09      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | Coca-Cola Co/The                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       204 | NS      | $12509.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                 | Corporate Office Properties Trust                 | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       579 | NS      | $16252.53     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       334 | PA      | $335.64       | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp                 | Marriott Vacations Worldwide Corp                 | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       105 | NS      | $16804.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR Inc                                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       197 | NS      | $21534.07     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       148 | NS      | $17169.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | Corning Inc                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        59 | NS      | $2041.99      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHRISTUS HEALTH                                   | CHRISTUS Health                                   | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2941.26      | 0.02%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                          | Etsy Inc                                          | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        79 | NS      | $10868.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9016 | PA      | $7600.37      | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                               | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5965.66      | 0.05%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                         | Host Hotels & Resorts Inc                         | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |       151 | NS      | $2846.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | Steel Dynamics Inc                                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       136 | NS      | $16407.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis Sayles Inflation Protected Securities Fund | Loomis Sayles Inflation Protected Securities Fund | CUSIP: 543495659<br>LEI: J0W1E79QBQJ3ZGHL1O40 | Long             | EC               | RF                | US        |     12586 | NS      | $124097.64    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                     | Selective Insurance Group Inc                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       140 | NS      | $13300.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                              | Alaska Air Group Inc                              | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       251 | NS      | $12886.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | McCormick & Co Inc/MD                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       115 | NS      | $8638.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                              | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6676.98      | 0.05%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                           | Activision Blizzard Inc                           | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       200 | NS      | $15314.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | Consolidated Edison Inc                           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       119 | NS      | $11341.89     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                  | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $6381.25      | 0.05%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                                | Douglas Emmett Inc                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |       387 | NS      | $6482.25      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                       | NVIDIA Corp                                       | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3635.66      | 0.03%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                     | Martin Marietta Materials Inc                     | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        29 | NS      | $10429.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                        | Biogen Inc                                        | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3391.32      | 0.03%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                  | Carlisle Cos Inc                                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        52 | NS      | $13044.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | First Republic Bank/CA                            | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        54 | NS      | $7607.52      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                    | Perrigo Co PLC                                    | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |       153 | NS      | $5725.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       143 | NS      | $11705.98     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | Incyte Corp                                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        73 | NS      | $6215.22      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                         | GATX Corp                                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |        63 | NS      | $7210.35      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                             | Monster Beverage Corp                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       820 | NS      | $85345.60     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                | Globus Medical Inc                                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        95 | NS      | $7172.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                         | Janus Henderson Group PLC                         | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       243 | NS      | $6298.56      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | Hershey Co/The                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        35 | NS      | $7861.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       258 | PA      | $245.20       | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                  | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       615 | NS      | $24077.25     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                       | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       330 | NS      | $116773.80    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                        | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        25 | NS      | $4570.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       968 | PA      | $934.49       | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                         | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2515.97      | 0.02%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                            | Intuitive Surgical Inc                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        87 | NS      | $21375.03     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                              | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3945.25      | 0.03%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        27 | NS      | $4180.41      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        26 | NS      | $9635.60      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      1083 | NS      | $22060.71     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                    | MSA Safety Inc                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |        70 | NS      | $9547.30      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        23 | NS      | $13455.23     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        24 | NS      | $6057.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1528 | NS      | $54213.44     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | Hormel Foods Corp                                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       217 | NS      | $9832.27      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       455 | NS      | $78815.10     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                        | US Bancorp                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       160 | NS      | $7968.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | Campbell Soup Co                                  | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       128 | NS      | $6647.04      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        73 | NS      | $23664.41     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                    | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2923.45      | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                       | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7702.73      | 0.06%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       426 | NS      | $12038.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                         | Crocs Inc                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        59 | NS      | $7184.43      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                      | Innospec Inc                                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |        97 | NS      | $10962.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | Camden Property Trust                             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |        58 | NS      | $7146.18      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8633 | PA      | $7876.56      | 0.06%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                             | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2401.29      | 0.02%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                        | Grand Canyon Education Inc                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        82 | NS      | $9557.92      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                            | Yum China Holdings Inc                            | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       541 | NS      | $33331.01     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                  | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5919.14      | 0.04%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       203 | NS      | $7549.57      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                    | Fortune Brands Innovations Inc                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       375 | NS      | $24191.25     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                        | Mattel Inc                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       482 | NS      | $9861.72      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                    | BorgWarner Inc                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       773 | NS      | $36547.44     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                               | Emerson Electric Co                               | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2639.35      | 0.02%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                             | East West Bancorp Inc                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $17824.04     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6004 | PA      | $5274.06      | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       123 | NS      | $13597.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                             | Lumentum Holdings Inc                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        90 | NS      | $5416.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        27 | NS      | $5234.22      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | Synchrony Financial                               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        99 | NS      | $3636.27      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                          | AAR Corp                                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       237 | NS      | $12191.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                   | Masterbrand Inc                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       596 | NS      | $5483.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                     | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5052.04      | 0.04%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                       | Cognex Corp                                       | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       176 | NS      | $9634.24      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                            | Paylocity Holding Corp                            | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        54 | NS      | $11247.66     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                    | Littelfuse Inc                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        35 | NS      | $8984.15      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                           | Manulife Financial Corp                           | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4623.83      | 0.04%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7634 | PA      | $6940.47      | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                             | Antero Midstream Corp                             | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $8512.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       139 | NS      | $45314.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                    | GE HealthCare Technologies Inc                    | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        26 | NS      | $1807.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       324 | NS      | $10018.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                          | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1538.66      | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                      | QUALCOMM Inc                                      | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5636.43      | 0.04%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                 | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3765.82      | 0.03%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                 | Kinder Morgan Inc                                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       572 | NS      | $10467.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                        | Korn Ferry                                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       124 | NS      | $6694.76      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4604 | PA      | $4035.68      | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | Goldman Sachs Group Inc/The                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       139 | NS      | $50847.59     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                        | Ciena Corp                                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       163 | NS      | $8479.26      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                     | Cable One Inc                                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |         9 | NS      | $7108.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      6000 | PA      | $6452.03      | 0.05%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                           | Essential Utilities Inc                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       211 | NS      | $9860.03      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | Macy's Inc                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       330 | NS      | $7797.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                          | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3487.76      | 0.03%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                         | AvalonBay Communities Inc                         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |        39 | NS      | $6920.16      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FactSet Research Systems Inc                      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        80 | NS      | $33835.20     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Bill                       | CUSIP: 912796ZZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      5000 | PA      | $4892.28      | 0.04%             | 2023-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                           | Sherwin-Williams Co/The                           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        18 | NS      | $4258.62      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                                 | YETI Holdings Inc                                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       183 | NS      | $8191.08      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                  | HF Sinclair Corp                                  | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $8933.30      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FirstEnergy Corp                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       142 | NS      | $5814.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | General Electric Co                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        80 | NS      | $6438.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                          | APA Corp                                          | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       855 | NS      | $37902.15     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                        | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        42 | NS      | $17759.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | Analog Devices Inc                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        96 | NS      | $16461.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4466 | PA      | $3767.36      | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp/The                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       461 | NS      | $35690.62     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      2000 | PA      | $1903.22      | 0.01%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                           | Illinois Tool Works Inc                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        20 | NS      | $4720.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       220 | NS      | $18112.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | Taylor Morrison Home Corp                         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       334 | NS      | $11957.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 Inc                                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        51 | NS      | $7530.66      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       857 | NS      | $127667.29    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       280 | NS      | $12364.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                      | VeriSign Inc                                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        16 | NS      | $3488.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                   | Ross Stores Inc                                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        22 | NS      | $2600.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                     | BlackRock Inc                                     | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6151.67      | 0.05%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ITT Inc                                           | ITT Inc                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       163 | NS      | $14929.17     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                             | Shockwave Medical Inc                             | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |        29 | NS      | $5449.97      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | Jazz Pharmaceuticals PLC                          | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        67 | NS      | $10496.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                         | Avnet Inc                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       282 | NS      | $12938.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | Chemed Corp                                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        23 | NS      | $11618.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | Verizon Communications Inc                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       825 | NS      | $34295.25     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                              | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3872.80      | 0.03%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                       | ONE Gas Inc                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       106 | NS      | $8730.16      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1469 | NS      | $129947.74    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                        | Raytheon Technologies Corp                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       125 | NS      | $12481.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp                         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        57 | NS      | $4371.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                      | KKR & Co Inc                                      | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      1145 | NS      | $63902.45     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL INTERNATIONAL FIN                           | Shell International Finance BV                    | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $5828.59      | 0.04%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                           | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3812.36      | 0.03%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                     | Boeing Co/The                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       554 | NS      | $118002.00    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                       | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6362.47      | 0.05%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                      | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       330 | NS      | $71002.80     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | Gen Digital Inc                                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       173 | NS      | $3980.73      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                           | WEX Inc                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        47 | NS      | $8693.59      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | Allstate Corp/The                                 | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        32 | NS      | $4111.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14369 | PA      | $13487.33     | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                        | Dover Corp                                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        69 | NS      | $10476.27     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                               | TE Connectivity Ltd                               | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       245 | NS      | $31151.75     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                              | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      7000 | PA      | $6701.30      | 0.05%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                | Kilroy Realty Corp                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |       170 | NS      | $6976.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                   | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5826.02      | 0.04%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10746 | PA      | $9763.88      | 0.07%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp                               | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        92 | NS      | $4188.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                              | Cleveland-Cliffs Inc                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       299 | NS      | $6383.65      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                             | LeMaitre Vascular Inc                             | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       199 | NS      | $9388.82      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11270 | PA      | $9876.96      | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                            | Roper Technologies Inc                            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        27 | NS      | $11522.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI Properties Inc                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |       163 | NS      | $5571.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                          | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5610.45      | 0.04%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                               | Travel + Leisure Co                               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       231 | NS      | $9787.47      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       532 | NS      | $58062.48     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                   | Concentrix Corp                                   | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $8934.03      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       128 | NS      | $11548.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                    | JB Hunt Transport Services Inc                    | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        27 | NS      | $5104.35      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | Citizens Financial Group Inc                      | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       123 | NS      | $5328.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | Simon Property Group Inc                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        32 | NS      | $4110.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                   | Yum! Brands Inc                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       220 | NS      | $28712.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                       | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3828.36      | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5409 | PA      | $4760.30      | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4819 | PA      | $4381.00      | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                     | Wolfspeed Inc                                     | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        95 | NS      | $7315.95      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                          | Acadia Healthcare Co Inc                          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       141 | NS      | $11846.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PulteGroup Inc                                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $38400.75     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                  | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12000 | PA      | $10608.28     | 0.08%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings               | Laboratory Corp of America Holdings               | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        23 | NS      | $5798.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                  | Bank of New York Mellon Corp/The                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       745 | NS      | $37674.65     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        87 | NS      | $8467.71      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                    | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3568.91      | 0.03%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Fulton Financial Corp                             | Fulton Financial Corp                             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      1193 | NS      | $19958.89     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                          | Moog Inc                                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        73 | NS      | $6958.36      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                      | Pioneer Natural Resources Co                      | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        19 | NS      | $4376.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        25 | NS      | $6307.25      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WCM Focused International Growth Fund             | WCM Focused International Growth Fund             | CUSIP: 461418444<br>LEI: 549300UG6YELRC2USD98 | Long             | EC               | RF                | US        |     51675 | NS      | $1108423.56   | 8.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | Tenet Healthcare Corp                             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       132 | NS      | $7240.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                       | IDACORP Inc                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        91 | NS      | $9628.71      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                   | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3932.27      | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       346 | NS      | $46090.66     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                       | Shopify Inc                                       | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       529 | NS      | $26063.83     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                    | Virtus Investment Partners Inc                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        51 | NS      | $10958.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                        | Neurocrine Biosciences Inc                        | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        88 | NS      | $9761.84      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                       | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7818.00      | 0.06%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5250 | PA      | $4609.23      | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      1593 | NS      | $51756.57     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418DA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       650 | PA      | $624.93       | 0.00%             | 2034-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                           | Fidelity National Financial Inc                   | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2641.93      | 0.02%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                            | Webster Financial Corp                            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       305 | NS      | $16058.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | Sonoco Products Co                                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       224 | NS      | $13688.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                | HCA Healthcare Inc                                | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       146 | NS      | $37240.22     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                    | Five Below Inc                                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        63 | NS      | $12419.19     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                          | Silicon Laboratories Inc                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        67 | NS      | $10512.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                    | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3718.36      | 0.03%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                      | AES Corp/The                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       371 | NS      | $10169.11     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | Hartford Financial Services Group Inc/The         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       111 | NS      | $8614.71      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | Electronic Arts Inc                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        61 | NS      | $7849.48      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | Regions Financial Corp                            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       154 | NS      | $3625.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | Antero Resources Corp                             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       199 | NS      | $5739.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | Humana Inc                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         9 | NS      | $4605.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                          | PVH Corp                                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       129 | NS      | $11597.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                    | National Retail Properties Inc                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |       313 | NS      | $14820.55     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | Keysight Technologies Inc                         | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        38 | NS      | $6815.30      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | Kroger Co/The                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        72 | NS      | $3213.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                     | Pinterest Inc                                     | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1306 | NS      | $34334.74     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                              | Commercial Metals Co                              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       157 | NS      | $8520.39      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                      | Fortive Corp                                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        99 | NS      | $6734.97      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | Church & Dwight Co Inc                            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       197 | NS      | $15929.42     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                      | Synopsys Inc                                      | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        18 | NS      | $6367.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirova International Sustainable Equity Fund      | Mirova International Sustainable Equity Fund      | CUSIP: 63872R350<br>LEI: 549300NMPBIMD7PQDN52 | Long             | EC               | RF                | US        |     97197 | NS      | $1119711.63   | 8.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       515 | NS      | $74309.35     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                         | Minerals Technologies Inc                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       112 | NS      | $7778.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | Haemonetics Corp                                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        72 | NS      | $6091.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                         | ANSYS Inc                                         | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        50 | NS      | $13318.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                          | Lennox International Inc                          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        39 | NS      | $10164.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | Regeneron Pharmaceuticals Inc                     | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        73 | NS      | $55368.31     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | Cboe Global Markets Inc                           | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        42 | NS      | $5160.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                          | Builders FirstSource Inc                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       135 | NS      | $10759.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                      | Teleflex Inc                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |         9 | NS      | $2190.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                         | Lear Corp                                         | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2820.32      | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                     | Automatic Data Processing Inc                     | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        25 | NS      | $5645.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | Southwestern Energy Co                            | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |       998 | NS      | $5508.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                             | New York Times Co/The                             | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       167 | NS      | $5818.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        81 | NS      | $8500.14      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                       | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2919.61      | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alcoa Corp                                        | Alcoa Corp                                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       172 | NS      | $8985.28      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                       | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6885.27      | 0.05%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                  | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7000 | PA      | $5622.15      | 0.04%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                            | Oaktree Specialty Lending Corp                    | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2665.39      | 0.02%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                            | Boston Beer Co Inc/The                            | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        63 | NS      | $24482.43     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                       | Equifax Inc                                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       139 | NS      | $30885.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                      | Visteon Corp                                      | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |        66 | NS      | $10318.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | Interpublic Group of Cos Inc/The                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       430 | NS      | $15677.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                       | Livent Corp                                       | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |       168 | NS      | $4354.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc                               | Mobileye Global Inc                               | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $3821.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | Travelers Cos Inc/The                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        86 | NS      | $16436.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                        | Charter Communications Inc                        | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        48 | NS      | $18446.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                              | Deckers Outdoor Corp                              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        33 | NS      | $14106.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                        | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5067.26      | 0.04%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                | Kraft Heinz Co/The                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       138 | NS      | $5593.14      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                             | Encompass Health Corp                             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        89 | NS      | $5558.05      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                   | Weyerhaeuser Co                                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |       104 | NS      | $3580.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9000 | PA      | $7926.33      | 0.06%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                       | TJX Cos Inc/The                                   | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6895.36      | 0.05%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7781 | PA      | $6818.33      | 0.05%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                               | Delta Air Lines Inc                               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       235 | NS      | $9188.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                | CNX Resources Corp                                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       503 | NS      | $8415.19      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                   | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6719 | PA      | $6301.90      | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                             | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6303.77      | 0.05%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        33 | NS      | $80325.30     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T Rowe Price Group Inc                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        30 | NS      | $3494.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                               | Thor Industries Inc                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |        69 | NS      | $6577.77      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                       | Novartis AG                                       | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       393 | NS      | $35613.66     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |        40 | NS      | $4523.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                              | Chart Industries Inc                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        31 | NS      | $4153.38      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr Pepper Inc                              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       184 | NS      | $6491.52      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       168 | NS      | $18044.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | Equinix Inc                                       | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         8 | NS      | $5905.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                | Cooper Cos Inc/The                                | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        13 | NS      | $4536.09      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        81 | NS      | $6036.93      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                        | Lattice Semiconductor Corp                        | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       183 | NS      | $13869.57     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                    | S&P Global Inc                                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        45 | NS      | $16872.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                            | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5546.44      | 0.04%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                      | Oshkosh Corp                                      | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       124 | NS      | $12496.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        31 | NS      | $10668.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | Global Payments Inc                               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       184 | NS      | $20740.48     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                  | Henry Schein Inc                                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        78 | NS      | $6719.70      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       278 | NS      | $38908.88     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      2140 | NS      | $220698.20    | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP Inc                                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       126 | NS      | $3671.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE Energy Co                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        45 | NS      | $5236.65      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB Corp/PA                                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      1716 | NS      | $24487.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                          | Dana Inc                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       492 | NS      | $8924.88      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                       | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      5000 | PA      | $4372.64      | 0.03%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                   | Fair Isaac Corp                                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        17 | NS      | $11321.15     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                         | Graco Inc                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       271 | NS      | $18514.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                      | Reliance Steel & Aluminum Co                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        51 | NS      | $11599.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK Inc                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       104 | NS      | $7121.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                    | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7756.23      | 0.06%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                  | Spirit Realty LP                                  | CUSIP: 84861TAJ7<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |      2000 | PA      | $1549.59      | 0.01%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stepan Co                                         | Stepan Co                                         | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |        66 | NS      | $7249.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | Baxter International Inc                          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        81 | NS      | $3700.89      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       157 | NS      | $11406.05     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                           | KB Home                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       277 | NS      | $10650.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                    | SpartanNash Co                                    | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       164 | NS      | $5195.52      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                               | American Express Co                               | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       252 | NS      | $44082.36     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DH EUROPE FINANCE II                              | DH Europe Finance II Sarl                         | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      4000 | PA      | $3840.40      | 0.03%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                   | Hanover Insurance Group Inc/The                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        98 | NS      | $13188.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                              | Aspen Technology Inc                              | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |        28 | NS      | $5565.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       442 | NS      | $52598.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | American International Group Inc                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       316 | NS      | $19977.52     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                       | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5763.78      | 0.04%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp PLC                                    | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        97 | NS      | $15734.37     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        95 | NS      | $7974.30      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                | SEI Investments Co                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       500 | NS      | $31215.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                  | SPS Commerce Inc                                  | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        60 | NS      | $8164.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       250 | NS      | $30467.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OPERATING PARTN                          | Piedmont Operating Partnership LP                 | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |      7000 | PA      | $5501.21      | 0.04%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                  | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7890 | PA      | $7399.99      | 0.06%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer