# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070739
**Filing Date:** 2023-3
**Character Count:** 706621
**Document Hash:** 2072044b7670ec609f6fac68b12b568e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070739.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070739

**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:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23772276

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

## Series and Classes Contracts Data

### SA T. Rowe Price Asset Allocation Growth Portfolio (Series ID: S000059204)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000193969 | Class 1      |  |
| C000193970 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA T. Rowe Price Asset Allocation Growth Portfolio

- **b. EDGAR series identifier (if any):** S000059204

- **c. LEI of Series:** 549300EZIQY96YSZZI26

**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:** $637840254.89

**Total Liabilities:** $1979401.59

**Net Assets:** $635860853.30

**Cash Not Reported:** $3164.60

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193970 | 6.12%                | -3.94%               | 5.81%                |
| Class ID C000193969 | 6.12%                | -3.93%               | 5.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3233113.66             | $38112598.69                               |
| Month 2  | $-2441120.03             | $-22362950.81                              |
| Month 3  | $271823.82               | $34546589.51                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                                                          | WESCO International Inc                                                                                                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       633 | NS      | $94323.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     13004 | NS      | $2711073.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                                                      | Discover Financial Services                                                                                            | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       784 | NS      | $91516.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                        | Ionis Pharmaceuticals Inc                                                                                              | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1847 | NS      | $73639.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                                         | FMC Corp                                                                                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       814 | NS      | $108367.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                                         | United Bankshares Inc/WV                                                                                               | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      3221 | NS      | $129484.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $855500.00    | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                                            | Coca-Cola Europacific Partners PLC                                                                                     | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176671.35    | 0.03%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RDV3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $92914.45     | 0.01%             | 2026-08-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Dime Community Bancshares Inc                                                    | Dime Community Bancshares Inc                                                                                          | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1263 | NS      | $37662.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $28334.77     | 0.00%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67405.60     | 0.01%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137972.99    | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                                                           | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63517.74     | 0.01%             | 2024-04-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                                                          | Nexstar Media Group Inc                                                                                                | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       520 | NS      | $106480.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                                          | Ping An Insurance Group Co of China Ltd                                                                                | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     35500 | NS      | $277096.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                            | Palmer Square CLO 2021-2 Ltd                                                                                           | CUSIP: 69701XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $251833.41    | 0.04%             | 2034-07-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2018-H4                                                                                 | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $53629.48     | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                                                                 | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    155000 | PA      | $149226.05    | 0.02%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Masonite International Corp                                                      | Masonite International Corp                                                                                            | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |       776 | NS      | $70786.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32200 | PA      | $18921.27     | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Elekta AB                                                                        | Elekta AB                                                                                                              | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |     53823 | NS      | $391386.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First BanCorp/Puerto Rico                                                        | First BanCorp/Puerto Rico                                                                                              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      8211 | NS      | $110437.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc                                     | Charles River Laboratories International Inc                                                                           | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       363 | NS      | $88299.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV                                                        | Playa Hotels & Resorts NV                                                                                              | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |      5350 | NS      | $40553.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                                                 | Pure Storage Inc                                                                                                       | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      5155 | NS      | $149185.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                                           | Equitable Holdings Inc                                                                                                 | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     11833 | NS      | $379484.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                                   | Kingfisher PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    221431 | NS      | $763295.41    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                        | Shell PLC                                                                                                              | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     12734 | NS      | $748886.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                                                         | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    135000 | PA      | $118512.02    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Sensient Technologies Corp                                                       | Sensient Technologies Corp                                                                                             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1040 | NS      | $78717.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                                | Cisco Systems Inc                                                                                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2914 | NS      | $141824.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                         | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $74098.53     | 0.01%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Great Portland Estates PLC                                                       | Great Portland Estates PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               |  | GB        |     49246 | NS      | $345768.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | Cameron LNG LLC                                                                                                        | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12784.76     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | Assurant Inc                                                                                                           | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1085 | NS      | $143860.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Inflation Indexed Bonds                                                                         | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56684 | PA      | $39078.40     | 0.01%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                                                             | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48566.96     | 0.01%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 10X Genomics Inc                                                                 | 10X Genomics Inc                                                                                                       | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |       920 | NS      | $43083.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $319200.00    | 0.05%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | Salesforce Inc                                                                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      7296 | NS      | $1225509.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                       | Intuit Inc                                                                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4274 | NS      | $1806491.58   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                                    | Dynatrace Inc                                                                                                          | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1773 | NS      | $68136.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                                                             | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $144074.84    | 0.02%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                    | BHP Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     25268 | NS      | $883946.87    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | Omega Healthcare Investors Inc                                                                                         | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      2330 | NS      | $68595.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                                              | Viavi Solutions Inc                                                                                                    | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      7940 | NS      | $89722.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Umicore SA                                                                       | Umicore SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |     13690 | NS      | $517585.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                                             | TTM Technologies Inc                                                                                                   | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      6285 | NS      | $98800.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                                                  | 3D Systems Corp                                                                                                        | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      2302 | NS      | $24999.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                                                      | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115083.74    | 0.02%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3Harris Technologies Inc                                                                                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      7489 | NS      | $1608786.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                                                | Piper Sandler Cos                                                                                                      | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       483 | NS      | $68634.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                        | United Parcel Service Inc                                                                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3656 | NS      | $677200.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94775.77     | 0.01%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | Dollar General Corp                                                                                                    | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     13425 | NS      | $3136080.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                                    | Arrowhead Pharmaceuticals Inc                                                                                          | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2020 | NS      | $70679.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                                                             | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23789.61     | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                           | UTAH ST TRANSIT AUTH SALES TAX REVENUE                                                                                 | CUSIP: 917567EX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $107184.79    | 0.02%             | 2042-12-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                    | Accenture PLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     10068 | NS      | $2809475.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                                       | Upwork Inc                                                                                                             | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1975 | NS      | $25596.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                               | Equity Residential                                                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     17122 | NS      | $1089815.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                                       | L'Oreal SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      2513 | NS      | $1038075.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                                       | AMETEK Inc                                                                                                             | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3721 | NS      | $539247.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                                                             | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98468.02     | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | Fidelity National Financial Inc                                                                                        | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      2250 | NS      | $99067.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      4659 | NS      | $437759.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                                                            | Avis Budget Group Inc                                                                                                  | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       368 | NS      | $73614.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80776.85     | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| SMC Corp                                                                         | SMC Corp                                                                                                               | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       500 | NS      | $254185.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                                                      | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      5385 | NS      | $211738.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                                                    | Steelcase Inc                                                                                                          | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      5530 | NS      | $43134.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                                                     | Amedisys Inc                                                                                                           | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       544 | NS      | $52583.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                                                           | XP Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |     12789 | NS      | $227899.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                                             | Western Digital Corp                                                                                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2476 | NS      | $108820.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                                                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22380.41     | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                                               | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     64000 | PA      | $48656.56     | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                                                   | Sumitomo Rubber Industries Ltd                                                                                         | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |      1100 | NS      | $9762.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolent Health Inc                                                               | Evolent Health Inc                                                                                                     | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      1980 | NS      | $63795.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                      | Alnylam Pharmaceuticals Inc                                                                                            | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      1052 | NS      | $238172.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                         | Mondelez International Holdings Netherlands BV                                                                         | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197798.06    | 0.03%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                                                       | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22650.73     | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                                                             | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44088.82     | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Smartsheet Inc                                                                   | Smartsheet Inc                                                                                                         | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |      1590 | NS      | $68703.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                                                   | Tactile Systems Technology Inc                                                                                         | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      2690 | NS      | $34889.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                                                      | Autoliv Inc                                                                                                            | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      5446 | NS      | $499474.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | Teledyne Technologies Inc                                                                                              | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       602 | NS      | $255404.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119072.64    | 0.02%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                                                            | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      4500 | NS      | $103770.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                                          | Kezar Life Sciences Inc                                                                                                | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      3200 | NS      | $22944.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                                                        | Anavex Life Sciences Corp                                                                                              | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      2300 | NS      | $25001.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                                                      | Lexicon Pharmaceuticals Inc                                                                                            | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11240 | NS      | $25177.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                                                          | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |      2271 | NS      | $170415.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                                                 | Vector Group Ltd                                                                                                       | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      5128 | NS      | $66407.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $573971.88    | 0.09%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                                                                   | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    380000 | PA      | $345661.82    | 0.05%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                         | MSCI Inc                                                                                                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       656 | NS      | $348703.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2021-1                                                                                        | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58861 | PA      | $49900.19     | 0.01%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                       | Chipotle Mexican Grill Inc                                                                                             | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       666 | NS      | $1096489.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                                      | Viatris Inc                                                                                                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     20231 | NS      | $246008.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW 2021-1W LLC                                                                                                        | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54577 | PA      | $49833.48     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $418896.48    | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Payoneer Global Inc                                                              | Payoneer Global Inc                                                                                                    | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11480 | NS      | $68420.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                             | Progressive Corp/The                                                                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     14220 | NS      | $1938897.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                                   | Atlassian Corp                                                                                                         | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      3785 | NS      | $611731.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                                                      | REX American Resources Corp                                                                                            | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2241 | NS      | $73325.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                       | Vertex Pharmaceuticals Inc                                                                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1061 | NS      | $342809.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                                                           | Sirius XM Holdings Inc                                                                                                 | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      7440 | NS      | $43077.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                                           | Liberty Broadband Corp                                                                                                 | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       538 | NS      | $48301.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                                             | Amkor Technology Inc                                                                                                   | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      2986 | NS      | $87370.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                                                                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5946 | NS      | $378403.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Municipal Electric Agency                                               | ILLINOIS ST MUNI ELEC AGY PWR SPLY                                                                                     | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $105496.79    | 0.02%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | Mondelez International Inc                                                                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     46742 | NS      | $3058796.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $95754.73     | 0.02%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                                                         | Okta Inc                                                                                                               | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       980 | NS      | $72137.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8237 | NS      | $1681913.03   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                                             | Mercury General Corp                                                                                                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1310 | NS      | $46806.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                                                      | Toro Co/The                                                                                                            | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1380 | NS      | $153897.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                          | EnerSys                                                                                                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1260 | NS      | $104605.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                                                      | Trex Co Inc                                                                                                            | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1740 | NS      | $91732.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     26445 | NS      | $4321641.90   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors Inc                                            | Transcontinental Realty Investors Inc                                                                                  | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               |  | US        |      1080 | NS      | $49140.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2020-3                                                                                        | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15174 | PA      | $13998.50     | 0.00%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                                                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     11367 | NS      | $3039535.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                                      | Cerence Inc                                                                                                            | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       693 | NS      | $16992.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                                                 | TimkenSteel Corp                                                                                                       | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      2690 | NS      | $52912.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                                                           | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124119.29    | 0.02%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                                                               | Cold Storage Trust 2020-ICE5                                                                                           | CUSIP: 193051AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98299 | PA      | $96574.95     | 0.02%             | 2037-11-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding PLC                                                 | Sensata Technologies Holding PLC                                                                                       | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      1630 | NS      | $82885.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                                                     | Altra Industrial Motion Corp                                                                                           | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      1510 | NS      | $92215.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                                                               | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62591.76     | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                                                              | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1662 | NS      | $249565.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                                                    | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101323.48    | 0.02%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pathward Financial Inc                                                           | Pathward Financial Inc                                                                                                 | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      2132 | NS      | $105789.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                                       | Inogen Inc                                                                                                             | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1568 | NS      | $36581.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15869 | NS      | $7921646.11   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                                                              | Exact Sciences Corp                                                                                                    | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      1157 | NS      | $78120.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                                       | Carvana Co                                                                                                             | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    188000 | PA      | $100805.77    | 0.02%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Omnicell Inc                                                                     | Omnicell Inc                                                                                                           | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       690 | NS      | $38274.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GUSTO INC SER E CVT                                                              | GUSTO INC SER E CVT                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1028 | NS      | $19357.24     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Workiva Inc                                                                      | Workiva Inc                                                                                                            | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       950 | NS      | $82203.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     14027 | NS      | $1053698.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                                                   | Stora Enso Oyj                                                                                                         | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     39968 | NS      | $571447.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Evotec SE                                                                        | Evotec SE                                                                                                              | CUSIP: 000000000<br>LEI: 529900F9KI6OYITO9B12 | Long             | EC               | CORP              | DE        |     10977 | NS      | $214816.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                                            | Transurban Finance Co Pty Ltd                                                                                          | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $81119.10     | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | Goodyear Tire & Rubber Co/The                                                                                          | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      3470 | NS      | $39037.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                                                 | RBC Bearings Inc                                                                                                       | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $114177.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                  | ASML Holding NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2757 | NS      | $1825860.33   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     38367 | NS      | $3999376.08   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                                                 | Prestige Consumer Healthcare Inc                                                                                       | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1950 | NS      | $128232.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                                               | United Rentals Inc                                                                                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       419 | NS      | $184758.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                                                           | Howard Hughes Corp/The                                                                                                 | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       773 | NS      | $66083.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                                         | Gibraltar Industries Inc                                                                                               | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1068 | NS      | $57212.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                                                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128285.02    | 0.02%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| National Beverage Corp                                                           | National Beverage Corp                                                                                                 | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       980 | NS      | $43316.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                                                             | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43480.71     | 0.01%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Instruments Corp                                                        | National Instruments Corp                                                                                              | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      2981 | NS      | $160974.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                                                         | CUSIP: 91412F7Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22430.76     | 0.00%             | 2043-05-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Repligen Corp                                                                    | Repligen Corp                                                                                                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       640 | NS      | $118592.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                                              | Macquarie Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      4487 | NS      | $598582.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline Inc                                                                    | Valvoline Inc                                                                                                          | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      3127 | NS      | $114635.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                         | Volkswagen Group of America Finance LLC                                                                                | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192615.95    | 0.03%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                                                        | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $263263.85    | 0.04%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp                                                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      8792 | NS      | $701337.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     74857 | NS      | $3508547.59   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                                                    | CUSIP: 316773CZ1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44625.15     | 0.01%             | 2023-05-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| IGO Ltd                                                                          | IGO Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |    136772 | NS      | $1429316.98   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                                                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      2376 | NS      | $305363.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                                                    | Persimmon PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     22043 | NS      | $386728.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                                                                     | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     85000 | NS      | $623894.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PerkinElmer Inc                                                                                                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      2631 | NS      | $361841.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                                                    | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38648.69     | 0.01%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc                                                       | Southwest Gas Holdings Inc                                                                                             | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1545 | NS      | $103406.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                                                | ManpowerGroup Inc                                                                                                      | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       617 | NS      | $53777.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                                                    | Scentre Group                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    221935 | NS      | $480322.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                                                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41219.61     | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                                                       | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109216.28    | 0.02%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TravelCenters of America Inc                                                     | TravelCenters of America Inc                                                                                           | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      1460 | NS      | $66459.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust 2021-P4                                                                                 | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $121665.25    | 0.02%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                               | NextEra Energy Inc                                                                                                     | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11667 | NS      | $870708.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                                                          | RXO Inc                                                                                                                | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       830 | NS      | $15205.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                                                           | Pacira BioSciences Inc                                                                                                 | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1660 | NS      | $65188.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4540000 | PA      | $3412625.79   | 0.54%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                    | Hilton Worldwide Holdings Inc                                                                                          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      9205 | NS      | $1335553.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | Hyundai Capital America                                                                                                | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $220396.06    | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP Carey Inc                                                                                                           | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      1705 | NS      | $145828.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                                                         | United States Steel Corp                                                                                               | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      2610 | NS      | $74358.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                                                             | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81182.34     | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                                                          | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96025.79     | 0.02%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                                                                  | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42714.92     | 0.01%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond - WI Reopening                                                                        | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1885000 | PA      | $1948029.69   | 0.31%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                                                       | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       515 | NS      | $78161.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    110000 | PA      | $89976.98     | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cinemark Holdings Inc                                                            | Cinemark Holdings Inc                                                                                                  | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      1700 | NS      | $20298.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX Capital Inc                                                                                                       | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9985.40      | 0.00%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                                                  | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $120200.45    | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Global Industrial Co                                                             | Global Industrial Co                                                                                                   | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1590 | NS      | $41801.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    822000 | PA      | $564225.94    | 0.09%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                                                              | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93100 | PA      | $79756.91     | 0.01%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp                                         | Madison Square Garden Entertainment Corp                                                                               | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       284 | NS      | $14850.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                                                      | Zscaler Inc                                                                                                            | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       685 | NS      | $85049.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANT INTL CO, LTD CL C NV SHS P                                                   | ANT INTL CO, LTD CL C NV SHS P                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2514 | NS      | $5103.42      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     18670 | NS      | $2758492.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                                | Tractor Supply Co                                                                                                      | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1895 | NS      | $432041.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                                                     | Ferguson PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |      1463 | NS      | $208243.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMERON LNG LLC                                                                  | Cameron LNG LLC                                                                                                        | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17923.87     | 0.00%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Inc                                                              | Jack in the Box Inc                                                                                                    | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       736 | NS      | $55921.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSONCNTY TN HLTH & EDUCTNL FAC BRD                                                            | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $181694.44    | 0.03%             | 2052-07-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                                      | OFG Bancorp                                                                                                            | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      2597 | NS      | $73521.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                                                                | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90836.63     | 0.01%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | Ball Corp                                                                                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     10575 | NS      | $615888.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                                     | Unilever PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     33890 | NS      | $1731401.01   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | Air Products and Chemicals Inc                                                                                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2614 | NS      | $837813.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property & Casualty Co Ltd                                                  | PICC Property & Casualty Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    478000 | NS      | $449271.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59000 | PA      | $50793.01     | 0.01%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply Inc                                                     | SiteOne Landscape Supply Inc                                                                                           | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      1016 | NS      | $153934.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                                                    | Rio Tinto Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      3211 | NS      | $289230.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                                                                 | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    105000 | PA      | $83690.85     | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                                                            | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147847.74    | 0.02%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102460.02    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      9133 | NS      | $1074928.13   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                     | Wells Fargo Mortgage Backed Securities 2021-RR1 Trust                                                                  | CUSIP: 95003JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84571 | PA      | $70600.20     | 0.01%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                                                           | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $212823.90    | 0.03%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                                             | Tradeweb Markets Inc                                                                                                   | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1804 | NS      | $134470.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $134940.20    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | Amadeus IT Group SA                                                                                                    | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      8155 | NS      | $513006.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aclaris Therapeutics Inc                                                         | Aclaris Therapeutics Inc                                                                                               | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      3820 | NS      | $64558.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                                          | 8x8 Inc                                                                                                                | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      4010 | NS      | $18887.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                                                         | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267799.03    | 0.04%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Treasury Reserve Fund                                              | T. Rowe Price Treasury Reserve Fund                                                                                    | CUSIP: 76105Y208<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |       105 | NS      | $104.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                                                       | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    165000 | PA      | $135052.92    | 0.02%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                                                    | MaxLinear Inc                                                                                                          | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      1580 | NS      | $65096.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $31840.43     | 0.01%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3135000 | PA      | $2851625.41   | 0.45%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                                                                    | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38089.52     | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      7508 | NS      | $4282037.64   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2302 | NS      | $1176644.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                                                              | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97212.54     | 0.02%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                                                       | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56558.77     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                                                                   | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19218.38     | 0.00%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                   | Cloudflare Inc                                                                                                         | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      2280 | NS      | $120634.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                                               | Planet Fitness Inc                                                                                                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       650 | NS      | $55022.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                            | Uber Technologies Inc                                                                                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     12790 | NS      | $395594.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                                     | Teradyne Inc                                                                                                           | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       933 | NS      | $94886.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1533000 | PA      | $1094837.46   | 0.17%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VLK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1492 | PA      | $1429.95      | 0.00%             | 2035-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                                                     | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35327.36     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OraSure Technologies Inc                                                         | OraSure Technologies Inc                                                                                               | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      8200 | NS      | $45756.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                                              | Cognizant Technology Solutions Corp                                                                                    | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       942 | NS      | $62878.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                         | New York Life Global Funding                                                                                           | CUSIP: 64952WDP5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19811.04     | 0.00%             | 2023-05-05      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261325.88    | 0.04%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                                                                | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55289.51     | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                                              | Ollie's Bargain Outlet Holdings Inc                                                                                    | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      1039 | NS      | $56895.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     11226 | NS      | $769487.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD 2019-DPLO                                                                                                         | CUSIP: 054970AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $53757.11     | 0.01%             | 2034-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp                                                              | WSFS Financial Corp                                                                                                    | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2504 | NS      | $120968.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC Energy Group Inc                                                                                                   | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      8185 | NS      | $769308.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     11333 | NS      | $1498789.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                         | SMBC Aviation Capital Finance DAC                                                                                      | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $204118.70    | 0.03%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                  | Sony Group Corp                                                                                                        | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     10400 | NS      | $928408.45    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     16108 | NS      | $2051031.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                                         | Agilent Technologies Inc                                                                                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      9198 | NS      | $1398831.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HashiCorp Inc                                                                    | HashiCorp Inc                                                                                                          | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |      1400 | NS      | $45052.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wolf Trust                                                                 | Great Wolf Trust 2019-WOLF                                                                                             | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $29020.96     | 0.00%             | 2036-12-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                      | BioMarin Pharmaceutical Inc                                                                                            | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1440 | NS      | $166104.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Co-Diagnostics Inc                                                               | Co-Diagnostics Inc                                                                                                     | CUSIP: 189763105<br>LEI: 549300Z1JPESYWFM1R93 | Long             | EC               | CORP              | US        |      7300 | NS      | $23652.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                                                       | Splunk Inc                                                                                                             | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      1390 | NS      | $133120.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                                          | Aramark                                                                                                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      2190 | NS      | $97520.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183732.09    | 0.03%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                                                          | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125849.66    | 0.02%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                                                                | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $176515.55    | 0.03%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                      | Covestro AG                                                                                                            | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     10432 | NS      | $478354.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                                                            | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     18831 | NS      | $1559018.49   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      8800 | NS      | $530640.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660500 | PA      | $595585.23    | 0.09%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                                                        | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24685.69     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2725000 | PA      | $2286551.75   | 0.36%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                            | Burlington Stores Inc                                                                                                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1956 | NS      | $449547.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                                         | Renesas Electronics Corp                                                                                               | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     28200 | NS      | $290718.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TrueCar Inc                                                                      | TrueCar Inc                                                                                                            | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     19030 | NS      | $59373.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $378731.25    | 0.06%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                                      | HubSpot Inc                                                                                                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       561 | NS      | $194672.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                                           | Power Integrations Inc                                                                                                 | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      1134 | NS      | $97626.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                                                           | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26822.35     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | Mitsui Fudosan Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     41400 | NS      | $776978.03    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Pharmaceuticals Inc                                                     | Spectrum Pharmaceuticals Inc                                                                                           | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |     28305 | NS      | $19813.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                                                   | New York Community Bancorp Inc                                                                                         | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      4900 | NS      | $48951.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      9987 | NS      | $521521.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                                                    | Hub Group Inc                                                                                                          | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1120 | NS      | $95502.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                        | Linde PLC                                                                                                              | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      6979 | NS      | $2309630.26   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                                                      | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146395.27    | 0.02%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                        | Chubb Ltd                                                                                                              | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     21981 | NS      | $5000457.69   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc                                                               | Asure Software Inc                                                                                                     | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12382 | NS      | $131620.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                                                                      | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    400000 | PA      | $292982.86    | 0.05%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VL32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9487 | PA      | $8514.99      | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                                                                | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86825.95     | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                                          | Sea Ltd                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      5930 | NS      | $382188.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                                                 | Cirrus Logic Inc                                                                                                       | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1226 | NS      | $110818.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    510000 | PA      | $397642.18    | 0.06%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                    | NYO Commercial Mortgage Trust 2021-1290                                                                                | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $191831.90    | 0.03%             | 2038-11-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                       | Samsung Electronics Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     24318 | NS      | $1215508.46   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care Inc                                                         | Tandem Diabetes Care Inc                                                                                               | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       770 | NS      | $31369.80     | 0.00%             |  |  |  | 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        |      3698 | NS      | $611760.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                                                       | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57809.85     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | Willis North America Inc                                                                                               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48685.75     | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Beam Therapeutics Inc                                                            | Beam Therapeutics Inc                                                                                                  | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $29980.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                                                                  | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28612.83     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                                                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       993 | NS      | $231428.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                                            | US Foods Holding Corp                                                                                                  | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2300 | NS      | $87699.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                                                 | Black Knight Inc                                                                                                       | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      1984 | NS      | $120210.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                                                          | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43638.09     | 0.01%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                           | DBS Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     18300 | NS      | $500968.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       672 | NS      | $46213.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                                        | Prosperity Bancshares Inc                                                                                              | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1789 | NS      | $135713.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                                               | PetMed Express Inc                                                                                                     | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      2680 | NS      | $57566.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                | Sierra Timeshare 2018-2 Receivables Funding LLC                                                                        | CUSIP: 82653DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14936 | PA      | $14661.71     | 0.00%             | 2035-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                                                               | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86032.22     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp                                                     | Select Medical Holdings Corp                                                                                           | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4758 | NS      | $138315.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-7                                                                                      | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223460 | PA      | $193700.78    | 0.03%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Adaptive Biotechnologies Corp                                                    | Adaptive Biotechnologies Corp                                                                                          | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      5661 | NS      | $52477.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                                                         | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26758.00     | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                                                            | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188490.20    | 0.03%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Verb Technology Co Inc                                                           | Verb Technology Co Inc                                                                                                 | CUSIP: 92337U104<br>LEI: 54930048C3BMORBXZM88 | Long             | EC               | CORP              | US        |     58400 | NS      | $11388.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                              | Cheniere Energy Inc                                                                                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2450 | NS      | $374335.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                                              | SVB Financial Group                                                                                                    | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       363 | NS      | $109785.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                                                         | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $200443.68    | 0.03%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Sewage Disposal System Revenue                       | GREAT LAKES MI WTR AUTH SEWAGE DISPOSAL SYS REVENUE                                                                    | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $24521.51     | 0.00%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| KION Group AG                                                                    | KION Group AG                                                                                                          | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      9857 | NS      | $394655.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                          | CUSIP: 59259YBF5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10126.61     | 0.00%             | 2039-11-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | Enel Finance International NV                                                                                          | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $167297.63    | 0.03%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3680 | NS      | $144808.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                                                      | eHealth Inc                                                                                                            | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      2560 | NS      | $21248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                                        | Qorvo Inc                                                                                                              | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       445 | NS      | $48353.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                                                              | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59408.89     | 0.01%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2438000 | PA      | $1679648.67   | 0.26%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                                                      | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      4777 | NS      | $561488.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                    | Marriott International Inc/MD                                                                                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2893 | NS      | $503902.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                                                          | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    340000 | PA      | $283115.63    | 0.04%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2890000 | PA      | $2949832.02   | 0.46%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Senseonics Holdings Inc                                                          | Senseonics Holdings Inc                                                                                                | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |      8100 | NS      | $9153.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                                                       | Worthington Industries Inc                                                                                             | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       617 | NS      | $35088.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                                                            | Bill.com Holdings Inc                                                                                                  | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      3574 | NS      | $413225.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                                                       | Casey's General Stores Inc                                                                                             | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       641 | NS      | $151218.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293768.67    | 0.05%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc                                                                      | Dropbox Inc                                                                                                            | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2500 | NS      | $58075.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                                                   | TD SYNNEX Corp                                                                                                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       674 | NS      | $68849.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                                                      | Bruker Corp                                                                                                            | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      1443 | NS      | $101183.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                                        | CubeSmart                                                                                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |      3520 | NS      | $161180.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                                    | Akzo Nobel NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      8049 | NS      | $598692.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                                                          | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105156.47    | 0.02%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                   | CUSIP: 155498MQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $154785.38    | 0.02%             | 2041-01-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                                                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      1830 | NS      | $82295.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                                              | Sun Communities Inc                                                                                                    | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      1350 | NS      | $211761.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corp                                                                          | KT Corp                                                                                                                | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     13362 | NS      | $381425.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                                                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6204 | NS      | $261746.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                          | ABB Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     30902 | NS      | $1076068.33   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                    | Consensus Cloud Solutions Inc                                                                                          | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $49719.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                                                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86362.40     | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Welcia Holdings Co Ltd                                                           | Welcia Holdings Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $221405.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                                           | Omnicom Group Inc / Omnicom Capital Inc                                                                                | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48997.15     | 0.01%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RZV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3508 | PA      | $3595.51      | 0.00%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hostess Brands Inc                                                               | Hostess Brands Inc                                                                                                     | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3547 | NS      | $82042.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                              | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     47000 | PA      | $54010.83     | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                                                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       556 | NS      | $81053.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149148.66    | 0.02%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc                                                   | Telephone and Data Systems Inc                                                                                         | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $37436.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                                                | RLJ Lodging Trust                                                                                                      | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |      4603 | NS      | $57859.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                                                         | Horizon Therapeutics Plc                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1767 | NS      | $193875.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                                       | Axalta Coating Systems Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      1840 | NS      | $55384.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                                                  | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $262035.30    | 0.04%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Seagen Inc                                                                       | Seagen Inc                                                                                                             | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1079 | NS      | $150498.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                                      | Cintas Corp                                                                                                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       351 | NS      | $155752.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                                                     | Novocure Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |      1500 | NS      | $136770.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                                                     | Exponent Inc                                                                                                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       952 | NS      | $97618.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                                                             | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $93488.50     | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                                                        | FleetCor Technologies Inc                                                                                              | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2190 | NS      | $457293.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                    | Medtronic PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      4267 | NS      | $357105.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                                              | Paycom Software Inc                                                                                                    | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       277 | NS      | $89731.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                                       | Qualys Inc                                                                                                             | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       840 | NS      | $96902.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                                                 | Vail Resorts Inc                                                                                                       | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       248 | NS      | $65060.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR ULTRA FUT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $1577.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                                                | Qurate Retail Inc                                                                                                      | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |      8570 | NS      | $22110.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                                         | Next PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      7075 | NS      | $580160.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                                                        | ZoomInfo Technologies Inc                                                                                              | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2210 | NS      | $62388.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                                      | Corteva Inc                                                                                                            | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       286 | NS      | $18432.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                                                         | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $167410.00    | 0.03%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                                                            | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48259.15     | 0.01%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | Advanced Micro Devices Inc                                                                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     16587 | NS      | $1246513.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                                                      | Wayfair Inc                                                                                                            | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       451 | NS      | $27285.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48254.48     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     24828 | NS      | $376640.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                               | Enphase Energy Inc                                                                                                     | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       392 | NS      | $86780.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      9811 | NS      | $1677877.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                                              | Churchill Downs Inc                                                                                                    | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       445 | NS      | $110404.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                                                     | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189174.69    | 0.03%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2019-INV2                                                                                     | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4168 | PA      | $3835.44      | 0.00%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                                           | Hamamatsu Photonics KK                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $507182.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                               | WillScot Mobile Mini Holdings Corp                                                                                     | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      7232 | NS      | $350462.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                                                                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     18295 | NS      | $3242056.95   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                         | Ford Credit Auto Owner Trust 2020-REV2                                                                                 | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $87937.18     | 0.01%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3383 | NS      | $597640.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                                                | Inari Medical Inc                                                                                                      | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $35770.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                                                                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       701 | NS      | $128514.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141473.06    | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                                                         | Manhattan Associates Inc                                                                                               | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       640 | NS      | $83430.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                                           | Energizer Holdings Inc                                                                                                 | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      2300 | NS      | $85330.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                                               | Tokyo Electron Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1800 | NS      | $631657.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PayPal Holdings Inc                                                                                                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2036 | NS      | $165913.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                                     | Centene Corp                                                                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      7822 | NS      | $596349.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPERIAN FINANCE PLC                                                             | Experian Finance PLC                                                                                                   | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171552.60    | 0.03%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                                            | Dell Technologies Inc                                                                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      2361 | NS      | $95903.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                                                      | iRobot Corp                                                                                                            | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       899 | NS      | $40455.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21775 | NS      | $2152241.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                                                     | Appfolio Inc                                                                                                           | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       570 | NS      | $64028.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                                               | Barry Callebaut AG                                                                                                     | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |       228 | NS      | $475608.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc                                                             | JELD-WEN Holding Inc                                                                                                   | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      3500 | NS      | $44275.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                                                            | Boston Properties Inc                                                                                                  | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      1223 | NS      | $91162.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | Estee Lauder Cos Inc/The                                                                                               | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1006 | NS      | $278742.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                                    | Coherent Corp                                                                                                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      1549 | NS      | $67226.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R01                                                                           | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38107 | PA      | $37660.78     | 0.01%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | Microchip Technology Inc                                                                                               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      7174 | NS      | $556845.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                     | Prologis Inc                                                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      9749 | NS      | $1260350.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Commonwealth University Health System Authority                         | VIRGINIA ST CMWLTH UNIV HLTH SYS AUTH REVENUE                                                                          | CUSIP: 92778LBL3<br>LEI: 07ROV40HIZGU2Q6OXJ58 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24946.35     | 0.00%             | 2044-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NuVasive Inc                                                                     | NuVasive Inc                                                                                                           | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      1040 | NS      | $47424.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnoPro Holdings Inc                                                           | TechnoPro Holdings Inc                                                                                                 | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |     21400 | NS      | $665536.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    897816 | NS      | $585460.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Capital Inc                                                             | Blue Owl Capital Inc                                                                                                   | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18171 | NS      | $228591.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                       | Genmab A/S                                                                                                             | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       814 | NS      | $318412.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2022-3                                                                          | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $156981.54    | 0.02%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     27873 | NS      | $6416643.33   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $648727.73    | 0.10%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | Kemper Corp                                                                                                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      2618 | NS      | $153755.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                                  | Southern Co/The                                                                                                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     39575 | NS      | $2678436.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                                               | Crown Holdings Inc                                                                                                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1406 | NS      | $123952.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                                                                | CUSIP: 24422EWB1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133449.58    | 0.02%             | 2025-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                             | Range Resources Corp                                                                                                   | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      3800 | NS      | $95076.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                                                     | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4523.35      | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                             | ServiceMaster Funding LLC                                                                                              | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113275 | PA      | $93068.67     | 0.01%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                 | Roche Holding AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      5834 | NS      | $1823319.62   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| USANA Health Sciences Inc                                                        | USANA Health Sciences Inc                                                                                              | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      1075 | NS      | $62823.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                                        | Intellia Therapeutics Inc                                                                                              | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      1248 | NS      | $52965.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                                           | Group 1 Automotive Inc                                                                                                 | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       460 | NS      | $98371.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                                                             | CUSIP: 13077DQU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $260798.83    | 0.04%             | 2041-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $77688.28     | 0.01%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     10848 | NS      | $1795235.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                                                        | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $50414.21     | 0.01%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                                                                    | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       445 | NS      | $39235.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                  | ASML Holding NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2465 | NS      | $1628970.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                                                              | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      1152 | NS      | $126950.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                                          | Siemens Healthineers AG                                                                                                | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     15562 | NS      | $831207.94    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bankshares Inc                                                   | First Financial Bankshares Inc                                                                                         | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      2900 | NS      | $103298.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                                            | American Homes 4 Rent                                                                                                  | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      5356 | NS      | $183657.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                                                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1223 | NS      | $56563.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | Zimmer Biomet Holdings Inc                                                                                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      2823 | NS      | $359480.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                                                  | Marcus Corp/The                                                                                                        | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      1520 | NS      | $23012.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                                                       | NGM Biopharmaceuticals Inc                                                                                             | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      5300 | NS      | $27772.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                                                    | Papa John's International Inc                                                                                          | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       960 | NS      | $86102.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                                            | Oxford Industries Inc                                                                                                  | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       790 | NS      | $92603.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                                           | Otsuka Holdings Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13800 | NS      | $442741.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | Elevance Health Inc                                                                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      9451 | NS      | $4725405.49   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO Logistics Inc                                                                                                      | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      1251 | NS      | $65464.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                                                | Nippon Telegraph & Telephone Corp                                                                                      | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     66400 | NS      | $1988306.50   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                            | NXP Semiconductors NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      5582 | NS      | $1028818.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                                                      | Pediatrix Medical Group Inc                                                                                            | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3110 | NS      | $47738.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc                                                                       | Amyris Inc                                                                                                             | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |      5300 | NS      | $8427.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                                                   | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $319517.04    | 0.05%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Gogo Inc                                                                         | Gogo Inc                                                                                                               | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      1650 | NS      | $27670.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                                                      | Apellis Pharmaceuticals Inc                                                                                            | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      1605 | NS      | $84631.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                                       | Biogen Inc                                                                                                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       517 | NS      | $150395.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                                          | Brighthouse Financial Global Funding                                                                                   | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93864.66     | 0.01%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                         | Equitable Financial Life Global Funding                                                                                | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50474.22     | 0.01%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                                                          | WPP PLC                                                                                                                | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     69032 | NS      | $805275.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | Block Inc                                                                                                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      8172 | NS      | $667815.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                          | GSK PLC                                                                                                                | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     13567 | NS      | $478372.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv Inc                                                                                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     18436 | NS      | $1966752.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     15188 | NS      | $2162467.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                                                           | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71565.77     | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Dorman Products Inc                                                              | Dorman Products Inc                                                                                                    | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       785 | NS      | $76192.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Finance Ltd                                                             | Woodside Finance Ltd                                                                                                   | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $53130.40     | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     35317 | NS      | $2194150.77   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | Patterson-UTI Energy Inc                                                                                               | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      4820 | NS      | $80976.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                                                          | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $189664.26    | 0.03%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                                              | Acadia Realty Trust                                                                                                    | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |      3000 | NS      | $46590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                                                        | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48637.82     | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Rayonier Inc                                                                     | Rayonier Inc                                                                                                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      1600 | NS      | $58224.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                                              | Terreno Realty Corp                                                                                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      2126 | NS      | $136978.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                                                   | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    230000 | PA      | $193283.15    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | Hyundai Capital America                                                                                                | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44965.07     | 0.01%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises Inc                                                        | Hovnanian Enterprises Inc                                                                                              | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       370 | NS      | $21415.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                                                      | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1032 | NS      | $94252.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158597.53    | 0.02%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24829 | PA      | $23472.78     | 0.00%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | Chemours Co/The                                                                                                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      3460 | NS      | $125909.40    | 0.02%             |  |  |  | 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        |      1750 | NS      | $126822.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24758.94     | 0.00%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2022-2                                                                             | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $77156.08     | 0.01%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | Lowe's Cos Inc                                                                                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1111 | NS      | $231365.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                                                    | Old Dominion Freight Line Inc                                                                                          | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      3830 | NS      | $1276309.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                                              | Liberty Media Corp-Liberty SiriusXM                                                                                    | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $36673.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                                                              | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145445.28    | 0.02%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                                         | United Therapeutics Corp                                                                                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       405 | NS      | $106583.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                                          | Darling Ingredients Inc                                                                                                | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      3360 | NS      | $222734.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                                                       | Sunrun Inc                                                                                                             | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      2748 | NS      | $72217.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                         | Ford Credit Floorplan Master Owner Trust A                                                                             | CUSIP: 34528QHR8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $49613.67     | 0.01%             | 2027-09-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA1                                                                                | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1302 | PA      | $1299.58      | 0.00%             | 2033-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Green Brick Partners Inc                                                         | Green Brick Partners Inc                                                                                               | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      2600 | NS      | $81120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5204 | PA      | $4987.39      | 0.00%             | 2035-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                                                                 | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     28517 | NS      | $494040.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Digital Holdings Inc                                                    | Marathon Digital Holdings Inc                                                                                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      1330 | NS      | $9589.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corp                                                                  | Z Holdings Corp                                                                                                        | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    110600 | NS      | $319876.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                         | AmeriCredit Automobile Receivables Trust 2021-2                                                                        | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $125440.04    | 0.02%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| GrowGeneration Corp                                                              | GrowGeneration Corp                                                                                                    | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3950 | NS      | $20382.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330000 | PA      | $299062.50    | 0.05%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                         | Western Alliance Bancorp                                                                                               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      2436 | NS      | $183601.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                                      | Cummins Inc                                                                                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      4053 | NS      | $1011385.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                                      | Workday Inc                                                                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      1751 | NS      | $317683.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                                          | NOV Inc                                                                                                                | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      3805 | NS      | $92994.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                                          | Physicians Realty Trust                                                                                                | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |      5180 | NS      | $82154.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NatWest Markets PLC                                                                                                    | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198346.04    | 0.03%             | 2023-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1                                    | Starwood Mortgage Residential Trust 2020-INV                                                                           | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28031 | PA      | $24821.98     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                                                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2605 | NS      | $640335.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                                                        | Big 5 Sporting Goods Corp                                                                                              | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      1300 | NS      | $12987.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                                        | Amcor PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     29982 | NS      | $357962.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                                                                 | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    295000 | PA      | $193500.48    | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                                                             | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119579.12    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | Sealed Air Corp                                                                                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      3059 | NS      | $167510.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     82028 | NS      | $20327358.68  | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                          | Magna International Inc                                                                                                | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     14147 | NS      | $918706.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                                                  | SouthState Corp                                                                                                        | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1413 | NS      | $112474.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                                                     | Insulet Corp                                                                                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       659 | NS      | $189343.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                                                           | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49749.94     | 0.01%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                                           | Dr Ing hc F Porsche AG                                                                                                 | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      8270 | NS      | $981140.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                                                             | Align Technology Inc                                                                                                   | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       349 | NS      | $94135.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                                                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     13682 | NS      | $3450874.04   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                                              | Johnson Matthey PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |     19573 | NS      | $546586.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                                                        | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $108407.38    | 0.02%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | Ingredion Inc                                                                                                          | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1116 | NS      | $114724.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                                                            | CUSIP: 563469UU7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     86000 | PA      | $83870.64     | 0.01%             | 2024-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Veritone Inc                                                                     | Veritone Inc                                                                                                           | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |      2586 | NS      | $21851.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                                                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      5934 | NS      | $1325596.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                                        | Kering SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      1114 | NS      | $695465.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra Inc                                                                     | Penumbra Inc                                                                                                           | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       602 | NS      | $150746.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                 | LOS ANGELES CA WSTWTR SYS REVENUE                                                                                      | CUSIP: 5446526F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $279684.92    | 0.04%             | 2040-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp                                                                      | Kohl's Corp                                                                                                            | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      1320 | NS      | $42728.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                                  | Dollar Tree Inc                                                                                                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       947 | NS      | $142220.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                                          | Comfort Systems USA Inc                                                                                                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1079 | NS      | $130602.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                                        | Packaging Corp of America                                                                                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       879 | NS      | $125433.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                                               | IQVIA Holdings Inc                                                                                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       301 | NS      | $69052.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                                                    | Service Corp International/US                                                                                          | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2442 | NS      | $181074.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                   | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5315 | PA      | $5307.27      | 0.00%             | 2033-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                                | Veeva Systems Inc                                                                                                      | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2574 | NS      | $438995.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                                                     | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $177172.84    | 0.03%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                                                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61784.06     | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | Axon Enterprise Inc                                                                                                    | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       620 | NS      | $121172.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2545 | NS      | $273714.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                                                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      9497 | NS      | $1058820.53   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                                                                   | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    350000 | PA      | $291968.34    | 0.05%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                                                              | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44961.57     | 0.01%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                                               | Trade Desk Inc/The                                                                                                     | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      3962 | NS      | $200873.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                                                             | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12928.45     | 0.00%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    746000 | PA      | $577654.61    | 0.09%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                                                           | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58586.54     | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | Rockwell Automation Inc                                                                                                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       850 | NS      | $239725.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                                       | Cactus Inc                                                                                                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1894 | NS      | $102484.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                                                      | Moderna Inc                                                                                                            | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1282 | NS      | $225708.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $116488.22    | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                                                  | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29761.37     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      7783 | NS      | $1975403.23   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                                                       | Huron Consulting Group Inc                                                                                             | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      1083 | NS      | $73687.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                                                               | Coupa Software Inc                                                                                                     | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |       744 | NS      | $59460.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                           | Trane Technologies PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      4134 | NS      | $740482.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254772.38    | 0.04%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2019-INV3                                                                                   | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20494 | PA      | $19569.32     | 0.00%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |       507 | NS      | $81495.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2017-A                                                                                | CUSIP: 78448WAB1<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |     29222 | PA      | $28088.66     | 0.00%             | 2034-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335000 | PA      | $327802.73    | 0.05%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adyen NV                                                                         | Adyen NV                                                                                                               | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       314 | NS      | $474689.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      5345 | NS      | $1237474.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                                                      | Trimble Inc                                                                                                            | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      2243 | NS      | $130228.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co Ltd                                                | Electric Power Development Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |     22500 | NS      | $374306.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                                                     | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     25000 | PA      | $22138.79     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA Corp                                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     22507 | NS      | $4397192.59   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                                                       | Nevro Corp                                                                                                             | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |       800 | NS      | $29376.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                                                  | Best Buy Co Inc                                                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2340 | NS      | $207604.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                                                     | Wingstop Inc                                                                                                           | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       797 | NS      | $126300.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                                                           | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179282.26    | 0.03%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12359 | NS      | $2150713.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                                                                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193527.27    | 0.03%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                             | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21997.03     | 0.00%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NorthWestern Corp                                                                                                      | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      1770 | NS      | $100536.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                     | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      1267 | NS      | $88145.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                                                   | Wendy's Co/The                                                                                                         | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      1927 | NS      | $42972.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1078 | NS      | $399226.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $279658.79    | 0.04%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                                                             | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23295.37     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                               | CNO Global Funding                                                                                                     | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    315000 | PA      | $274570.30    | 0.04%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130463.83    | 0.02%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Forte Biosciences Inc                                                            | Forte Biosciences Inc                                                                                                  | CUSIP: 34962G109<br>LEI: 529900Z84WFDHPS3JP76 | Long             | EC               | CORP              | US        |      9090 | NS      | $9090.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                                               | Sumitomo Mitsui Trust Holdings Inc                                                                                     | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     10500 | NS      | $382841.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                                                                      | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       353 | NS      | $12256.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     54160 | NS      | $1688354.02   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | Svenska Handelsbanken AB                                                                                               | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $223053.38    | 0.04%             | 2027-06-11      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| La-Z-Boy Inc                                                                     | La-Z-Boy Inc                                                                                                           | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      2813 | NS      | $79973.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                                                   | Globalstar Inc                                                                                                         | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     17900 | NS      | $25239.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $179083.37    | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Teradata Corp                                                                    | Teradata Corp                                                                                                          | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1260 | NS      | $43948.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                                                           | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |     12180 | NS      | $9639.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S                                                                                                       | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1240 | NS      | $172087.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                                         | Saia Inc                                                                                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1172 | NS      | $319698.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                                                   | BankUnited Inc                                                                                                         | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      3919 | NS      | $147511.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2019-INV3                                                                                                    | CUSIP: 12557LAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18716 | PA      | $17194.12     | 0.00%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | Hubbell Inc                                                                                                            | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2178 | NS      | $498565.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Funding, LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                                                              | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118500 | PA      | $97867.85     | 0.02%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    100136 | NS      | $10000582.32  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2022-INV1                                                                          | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140891 | PA      | $118310.04    | 0.02%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JBG SMITH Properties                                                             | JBG SMITH Properties                                                                                                   | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |      1880 | NS      | $37863.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                                                        | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     59121 | NS      | $3864739.77   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                                              | Delta Air Lines Inc                                                                                                    | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4975.26      | 0.00%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1037500 | PA      | $980923.83    | 0.15%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | Cigna Corp                                                                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3323 | NS      | $1052294.41   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust 2018-CH3                                                                                        | CUSIP: 81746WAB4<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      1402 | PA      | $1357.26      | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Resideo Technologies Inc                                                         | Resideo Technologies Inc                                                                                               | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      2100 | NS      | $40383.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                                                              | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    215000 | PA      | $176973.77    | 0.03%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                             | CUSIP: 74442PVD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    230000 | PA      | $170809.91    | 0.03%             | 2051-07-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| THK Co Ltd                                                                       | THK Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $245728.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      5116 | NS      | $820248.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES CA DEPT OF ARPTS                                                                                           | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $288142.12    | 0.05%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                     | State Street Institutional US Government Money Market Fund                                                             | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  24577856 | NS      | $24577855.90  | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                                             | Lamar Advertising Co                                                                                                   | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |       710 | NS      | $75643.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                                                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       374 | NS      | $296338.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                                                             | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123888.16    | 0.02%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1741 | NS      | $153591.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                                               | TFS Financial Corp                                                                                                     | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3460 | NS      | $49305.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75285.48     | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                                                           | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    260000 | PA      | $232837.65    | 0.04%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $76206.25     | 0.01%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | Liberty Mutual Group Inc                                                                                               | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24902.63     | 0.00%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANVA SERIES A CVT                                                               | CANVA SERIES A CVT                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         2 | NS      | $1103.60      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crown Castle Inc                                                                 | Crown Castle Inc                                                                                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      1980 | NS      | $293257.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                                                       | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22846.72     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2021-4                                                                             | CUSIP: 30165JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $189717.62    | 0.03%             | 2027-10-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                                                 | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139007.57    | 0.02%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                                  | Direct Line Insurance Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |     98944 | NS      | $216629.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bioxcel Therapeutics Inc                                                         | Bioxcel Therapeutics Inc                                                                                               | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |      2420 | NS      | $69018.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Trust                                                 | Provident Funding Mortgage Trust 2019-1                                                                                | CUSIP: 74387LAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167417 | PA      | $139600.74    | 0.02%             | 2049-12-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       993 | PA      | $1025.38      | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Denali Therapeutics Inc                                                          | Denali Therapeutics Inc                                                                                                | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      1229 | NS      | $37201.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                                          | Brighthouse Financial Global Funding                                                                                   | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    340000 | PA      | $286877.58    | 0.05%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | Illumina Inc                                                                                                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       119 | NS      | $25489.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                               | Walt Disney Co/The                                                                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     23434 | NS      | $2542354.66   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                      | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28434.92     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| John Wiley & Sons Inc                                                            | John Wiley & Sons Inc                                                                                                  | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       830 | NS      | $38014.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                           | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     61167 | NS      | $1142713.83   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CSG Systems International Inc                                                    | CSG Systems International Inc                                                                                          | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1610 | NS      | $96068.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citius Pharmaceuticals Inc                                                       | Citius Pharmaceuticals Inc                                                                                             | CUSIP: 17322U207<br>LEI: 5493005C10W36P4KQP40 | Long             | EC               | CORP              | US        |     22400 | NS      | $31136.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                    | MHC Commercial Mortgage Trust 2021-MHC                                                                                 | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $199870.53    | 0.03%             | 2038-04-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Signet Jewelers Ltd                                                              | Signet Jewelers Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       780 | NS      | $59911.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                                                                  | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62055.98     | 0.01%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Qumu Corp                                                                        | Qumu Corp                                                                                                              | CUSIP: 749063103<br>LEI: 549300MBGQ16A6C8B745 | Long             | EC               | CORP              | US        |     24600 | NS      | $21940.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     15093 | NS      | $2639916.63   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     18307 | NS      | $2633828.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                                                  | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217154.75    | 0.03%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mirati Therapeutics Inc                                                          | Mirati Therapeutics Inc                                                                                                | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |       940 | NS      | $50205.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                                                          | Jounce Therapeutics Inc                                                                                                | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     10860 | NS      | $12706.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                                                | Compass Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     39910 | NS      | $951529.86    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                                                         | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $317397.71    | 0.05%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29552.27     | 0.00%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Universal Display Corp                                                           | Universal Display Corp                                                                                                 | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       355 | NS      | $47048.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                                               | LTC Properties Inc                                                                                                     | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      1856 | NS      | $70806.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                                              | Astellas Pharma Inc                                                                                                    | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     74200 | NS      | $1095165.26   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                                                           | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84133.27     | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co/The                                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     37521 | NS      | $2300787.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                                     | Fortinet Inc                                                                                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      5019 | NS      | $262694.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                                                         | Lyft Inc                                                                                                               | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      3130 | NS      | $50862.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                                                            | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123003.07    | 0.02%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                                      | GoDaddy Inc                                                                                                            | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      1290 | NS      | $105947.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                 | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9319.70      | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5715000 | PA      | $5141714.06   | 0.81%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4481 | PA      | $4569.65      | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82983.84     | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                                      | MongoDB Inc                                                                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2892 | NS      | $619495.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                                             | Ares Management Corp                                                                                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      4274 | NS      | $354699.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc                                                     | Resolute Forest Products Inc                                                                                           | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $58617.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                                                    | Bandwidth Inc                                                                                                          | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      1220 | NS      | $30353.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                                                         | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       553 | NS      | $168300.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                | Citigroup Mortgage Loan Trust Inc                                                                                      | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     49628 | PA      | $42475.39     | 0.01%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Dr Martens PLC                                                                   | Dr Martens PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |     67976 | NS      | $130872.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA OYSTER PT PHARM                                                           | CONTRA OYSTER PT PHARM                                                                                                 | CUSIP: 692CVR020<br>LEI: N/A                  | N/A              | DE               |  | US        |      3100 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                                                        | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179554.42    | 0.03%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | Stanley Black & Decker Inc                                                                                             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      7032 | NS      | $628027.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co                                                         | Central Japan Railway Co                                                                                               | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      3100 | NS      | $376823.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp                                                | Marriott Vacations Worldwide Corp                                                                                      | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       290 | NS      | $46411.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                                                       | TransUnion                                                                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      4465 | NS      | $320363.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                                                         | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $44287.39     | 0.01%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24283.55     | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                                                        | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53850.35     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                       | Airbnb Inc                                                                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      2487 | NS      | $276330.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                                       | PACCAR Inc                                                                                                             | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1307 | NS      | $142868.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     44568 | NS      | $5170333.68   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                                                       | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182596.72    | 0.03%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $433616.21    | 0.07%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                                                | Cerevel Therapeutics Holdings Inc                                                                                      | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |      1044 | NS      | $35652.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                                                           | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $185872.72    | 0.03%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                   | Air Liquide SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      5368 | NS      | $855465.06    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                                                               | CUSIP: 79766DTW9<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    175000 | PA      | $129047.19    | 0.02%             | 2051-05-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RingCentral Inc                                                                  | RingCentral Inc                                                                                                        | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |       471 | NS      | $18383.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                    | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269808.78    | 0.04%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                        | Nestle SA                                                                                                              | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     30805 | NS      | $3759178.83   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                                        | Axis Capital Holdings Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2489 | NS      | $155736.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                                                                      | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24422.01     | 0.00%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Plug Power Inc                                                                   | Plug Power Inc                                                                                                         | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      4200 | NS      | $71484.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroeer SE & Co KGaA                                                             | Stroeer SE & Co KGaA                                                                                                   | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |      4278 | NS      | $234111.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Scholastic Corp                                                                  | Scholastic Corp                                                                                                        | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $36763.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                                                        | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     13414 | NS      | $847630.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29868.71     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                                            | Bridgepoint Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |     84442 | NS      | $251603.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                     | SM Energy Co                                                                                                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      3311 | NS      | $108832.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95071.76     | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    385500 | PA      | $339857.40    | 0.05%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                                                             | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136225.55    | 0.02%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                                                              | Guardant Health Inc                                                                                                    | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      2758 | NS      | $86683.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDSTAR HEALTH INC                                                               | MedStar Health Inc                                                                                                     | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99881.10     | 0.02%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 2U Inc                                                                           | 2U Inc                                                                                                                 | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |      3040 | NS      | $26235.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                                             | Hilltop Holdings Inc                                                                                                   | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      3060 | NS      | $100062.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                                               | Steel Dynamics Inc                                                                                                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       465 | NS      | $56097.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                                                           | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24488.89     | 0.00%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                                                              | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24877.65     | 0.00%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Samsonite International SA                                                       | Samsonite International SA                                                                                             | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    109200 | NS      | $323780.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | Selective Insurance Group Inc                                                                                          | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      1570 | NS      | $149150.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2022-3 Mortgage Loan Trust                                                                                        | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145157 | PA      | $138411.17    | 0.02%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                                      | Magnite Inc                                                                                                            | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      1890 | NS      | $22831.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2021-1                                                                             | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $58029.80     | 0.01%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Tronox Holdings PLC                                                              | Tronox Holdings PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      2500 | NS      | $42875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                                                    | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239922.68    | 0.04%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                                                     | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     60000 | PA      | $59773.36     | 0.01%             | 2025-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                                                               | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22738.16     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WaVe Life Sciences Ltd                                                           | WaVe Life Sciences Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |      4680 | NS      | $23072.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                                                                   | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25062.56     | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | American Financial Group Inc/OH                                                                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       787 | NS      | $112218.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2021-6 Mortgage Loan Trust                                                                                        | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200072 | PA      | $174170.83    | 0.03%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | McCormick & Co Inc/MD                                                                                                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1621 | NS      | $121769.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                        | Palantir Technologies Inc                                                                                              | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     11200 | NS      | $87136.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                                                          | Activision Blizzard Inc                                                                                                | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      8696 | NS      | $665852.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                           | Marvell Technology Inc                                                                                                 | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21915 | NS      | $945632.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    755000 | PA      | $572030.47    | 0.09%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2021-2                                                                            | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57144 | PA      | $49591.43     | 0.01%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                         | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      1412 | NS      | $59981.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaunos Therapeutics Inc                                                         | Alaunos Therapeutics Inc                                                                                               | CUSIP: 98973P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13834 | NS      | $10217.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                                                                | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149433.03    | 0.02%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    322000 | PA      | $256845.31    | 0.04%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                                                                     | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     46183 | NS      | $534799.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                                               | Douglas Emmett Inc                                                                                                     | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |      3109 | NS      | $52075.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                                                   | Stericycle Inc                                                                                                         | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      1720 | NS      | $92553.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                                                     | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $54110.89     | 0.01%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                                 | Asahi Kasei Corp                                                                                                       | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     56100 | NS      | $425636.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                                                           | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20774.24     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sinclair Broadcast Group Inc                                                     | Sinclair Broadcast Group Inc                                                                                           | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      1600 | NS      | $33008.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd                                                      | Murata Manufacturing Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     11100 | NS      | $637739.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                                                              | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84207.38     | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                                                             | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72065.64     | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | Carlisle Cos Inc                                                                                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       694 | NS      | $174096.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                                                 | CoStar Group Inc                                                                                                       | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1223 | NS      | $95271.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                                               | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104366.67    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                                                      | CUSIP: 36261HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157586 | PA      | $139326.51    | 0.02%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                                                                   | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43654.02     | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX Cos Inc/The                                                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     10341 | NS      | $846514.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     79709 | NS      | $1133953.24   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                                          | Texas Pacific Land Corp                                                                                                | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $163659.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                                            | Monster Beverage Corp                                                                                                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3260 | NS      | $339300.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                                                           | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    115000 | PA      | $95763.23     | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                                                                   | NewMarket Corp                                                                                                         | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       179 | NS      | $61667.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE                                                                        | CUSIP: 59334PDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26921.25     | 0.00%             | 2040-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                                                 | Beijing Enterprises Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |     58500 | NS      | $198448.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX Technologies Inc                                                                                                   | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      2806 | NS      | $170773.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc                                                        | Reata Pharmaceuticals Inc                                                                                              | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |       990 | NS      | $42896.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      9943 | NS      | $3097443.36   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                                            | ESCO Technologies Inc                                                                                                  | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1210 | NS      | $119112.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2720000 | PA      | $2505375.00   | 0.39%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Globus Medical Inc                                                               | Globus Medical Inc                                                                                                     | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       500 | NS      | $37750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                                                                  | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20278.19     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                        | HOUSTON TX ARPT SYS REVENUE                                                                                            | CUSIP: 442349ET9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $25169.59     | 0.00%             | 2031-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Skechers USA Inc                                                                 | Skechers USA Inc                                                                                                       | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      2650 | NS      | $127597.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                                                            | Pennant Group Inc/The                                                                                                  | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      2438 | NS      | $31547.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | Hyundai Capital America                                                                                                | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71422.88     | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       127 | NS      | $178940.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                         | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $29070.40     | 0.00%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                     | DoorDash Inc                                                                                                           | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      4514 | NS      | $261450.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                    | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     97777 | NS      | $256774.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                          | Recruit Holdings Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     18600 | NS      | $597049.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                                                             | OneMain Holdings Inc                                                                                                   | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      3248 | NS      | $140118.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                      | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19796.95     | 0.00%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                                                          | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23704.66     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                                                       | Sabra Health Care REIT Inc                                                                                             | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      4090 | NS      | $55215.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group Inc                                                                                               | CUSIP: 53079EBH6<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63393.54     | 0.01%             | 2049-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                                                     | Topgolf Callaway Brands Corp                                                                                           | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      1500 | NS      | $36735.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                                              | TransDigm Group Inc                                                                                                    | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       414 | NS      | $297148.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                                      | Netflix Inc                                                                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4124 | NS      | $1459318.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                                                              | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122437.10    | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GUSTO TC6CSL955                                                                  | GUSTO                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       775 | NS      | $14593.25     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cadence Design Systems Inc                                                       | Cadence Design Systems Inc                                                                                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1414 | NS      | $258521.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust Inc                                                                                            | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |      4680 | NS      | $97765.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                                                    | CUSIP: 86562MBB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $54698.91     | 0.01%             | 2023-07-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                                                                | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    285000 | PA      | $240646.19    | 0.04%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                           | Intuitive Surgical Inc                                                                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      6975 | NS      | $1713687.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE Energy Corp                                                                                                        | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      3052 | NS      | $120004.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                                               | Compass Minerals International Inc                                                                                     | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1420 | NS      | $66257.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                                             | Dycom Industries Inc                                                                                                   | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1061 | NS      | $101187.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                       | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     30000 | PA      | $28973.91     | 0.00%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                  | Fontainebleau Miami Beach Trust 2019-FBLU                                                                              | CUSIP: 34461LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94157.08     | 0.01%             | 2036-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 5YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        45 | NC      | $58408.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                         | Teachers Insurance & Annuity Association of America                                                                    | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22485.01     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                                                        | West Fraser Timber Co Ltd                                                                                              | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       679 | NS      | $59154.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | Fresenius SE & Co KGaA                                                                                                 | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     17389 | NS      | $501341.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2021-1                                                                                        | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19043 | PA      | $16106.04     | 0.00%             | 2066-01-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      9221 | NS      | $3417302.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                | CUSIP: 35564KMA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131463 | PA      | $129902.63    | 0.02%             | 2041-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $477823.44    | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSA Safety Inc                                                                   | MSA Safety Inc                                                                                                         | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       515 | NS      | $70240.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                                           | Home BancShares Inc/AR                                                                                                 | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5370 | NS      | $128181.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156075 | PA      | $156548.81    | 0.02%             | 2042-04-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                                                 | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49005.20     | 0.01%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | Southwest Airlines Co                                                                                                  | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      3562 | NS      | $127412.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | Standard Chartered PLC                                                                                                 | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180026.86    | 0.03%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Popular Inc                                                                      | Popular Inc                                                                                                            | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2086 | NS      | $143183.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                                                            | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    115000 | PA      | $105406.91    | 0.02%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                 | Booz Allen Hamilton Holding Corp                                                                                       | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1587 | NS      | $150193.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                                                    | Tidewater Inc                                                                                                          | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      3826 | NS      | $166048.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      5604 | NS      | $3278396.04   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Data Corp                                                                    | NTT Data Corp                                                                                                          | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |     60800 | NS      | $943998.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2806 | NS      | $708234.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    129468 | NS      | $4593524.64   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                  | Antofagasta PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     34019 | NS      | $729082.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                                                        | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $238188.27    | 0.04%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Orchid Island Capital Inc                                                        | Orchid Island Capital Inc                                                                                              | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |      6425 | NS      | $78320.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                                                | Toyota Motor Corp                                                                                                      | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     78500 | NS      | $1138927.40   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                                                            | SoFi Technologies Inc                                                                                                  | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      6251 | NS      | $43319.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                                                     | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $204723.63    | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                         | Snap Inc                                                                                                               | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      7046 | NS      | $81451.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust 2021-2                                                                  | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79934 | PA      | $64331.28     | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                                         | Florida Gas Transmission Co LLC                                                                                        | CUSIP: 340711AW0<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48808.02     | 0.01%             | 2025-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                                         | Essex Property Trust Inc                                                                                               | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       474 | NS      | $107157.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Pro Tech Ltd                                                               | Alpha Pro Tech Ltd                                                                                                     | CUSIP: 020772109<br>LEI: 529900Z93O5JUM52Q856 | Long             | EC               | CORP              | US        |      4900 | NS      | $20286.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                                                    | Infinera Corp                                                                                                          | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |      7150 | NS      | $52338.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                                                        | Opendoor Technologies Inc                                                                                              | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      5596 | NS      | $12255.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                        | Tesla Inc                                                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     12221 | NS      | $2116921.62   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                                                        | Alcon Inc                                                                                                              | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      4426 | NS      | $333731.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     28065 | NS      | $1397637.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VFD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2000 | PA      | $1795.52      | 0.00%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Karuna Therapeutics Inc                                                          | Karuna Therapeutics Inc                                                                                                | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       399 | NS      | $79556.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                         | Jackson National Life Global Funding                                                                                   | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374177.33    | 0.06%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                       | Mueller Water Products Inc                                                                                             | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      8400 | NS      | $106260.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | Credit Suisse Group AG                                                                                                 | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $211795.24    | 0.03%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                                                              | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48959.20     | 0.01%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                                                             | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181530.25    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                                           | BIG Commercial Mortgage Trust 2022-BIG                                                                                 | CUSIP: 05551UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $252761.78    | 0.04%             | 2039-02-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | Entegris Inc                                                                                                           | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      1712 | NS      | $138175.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     98426 | NS      | $1420621.40   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $77777.34     | 0.01%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | Home Depot Inc/The                                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      9425 | NS      | $3055302.25   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                                                     | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     70000 | PA      | $63614.47     | 0.01%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                | Kosmos Energy Ltd                                                                                                      | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     13400 | NS      | $105994.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                                                         | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $61216.81     | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Replimune Group Inc                                                              | Replimune Group Inc                                                                                                    | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |       798 | NS      | $22224.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                                     | Griffon Corp                                                                                                           | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      3336 | NS      | $136375.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                                                                   | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72974.61     | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                                         | Knight-Swift Transportation Holdings Inc                                                                               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1322 | NS      | $78130.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                                                   | Green Dot Corp                                                                                                         | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3990 | NS      | $72139.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                                        | Crocs Inc                                                                                                              | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       666 | NS      | $81098.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85381.89     | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                         | Wilmar International Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    251200 | NS      | $781910.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       279 | NS      | $34375.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                                                    | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106687.16    | 0.02%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MGE Energy Inc                                                                   | MGE Energy Inc                                                                                                         | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1281 | NS      | $93653.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                                                   | SS&C Technologies Holdings Inc                                                                                         | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1872 | NS      | $112975.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc                                             | Bright Horizons Family Solutions Inc                                                                                   | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3293 | NS      | $252836.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                                                     | Phreesia Inc                                                                                                           | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      1350 | NS      | $50611.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx Inc                                                                      | Alteryx Inc                                                                                                            | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |       820 | NS      | $45501.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                                                              | IGM Biosciences Inc                                                                                                    | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      1325 | NS      | $30117.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617LKBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3063 | PA      | $2922.33      | 0.00%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                                                  | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $121062.34    | 0.02%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                                                            | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     70000 | PA      | $68731.14     | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                                                       | Grand Canyon Education Inc                                                                                             | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       859 | NS      | $100125.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                                               | Honda Motor Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      9100 | NS      | $225714.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617MEFL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4187 | PA      | $3987.14      | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | Evergy Inc                                                                                                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      2908 | NS      | $182186.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                                                                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      4709 | NS      | $175127.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                                         | Yext Inc                                                                                                               | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      4910 | NS      | $34124.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3935000 | PA      | $3664007.61   | 0.58%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                                                              | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     75000 | PA      | $65093.43     | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Corbus Pharmaceuticals Holdings Inc                                              | Corbus Pharmaceuticals Holdings Inc                                                                                    | CUSIP: 21833P103<br>LEI: 529900MX6XCNZC7MM155 | Long             | EC               | CORP              | US        |     56310 | NS      | $8733.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DATABRICKS SER G CVT PFD                                                         | DATABRICKS SER G CVT PFD                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       300 | NS      | $18000.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Everbridge Inc                                                                   | Everbridge Inc                                                                                                         | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |      1270 | NS      | $40589.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VHG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       484 | PA      | $434.71       | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                                                     | Canadian Pacific Railway Ltd                                                                                           | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2642 | NS      | $208453.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     23057 | NS      | $366606.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                                                       | Mattel Inc                                                                                                             | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      5496 | NS      | $112448.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                                                | GEO Group Inc/The                                                                                                      | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |      5500 | NS      | $63250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3615000 | PA      | $3261690.22   | 0.51%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust 2019-C                                                                                             | CUSIP: 12597CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $78141.14     | 0.01%             | 2027-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                                            | East West Bancorp Inc                                                                                                  | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2658 | NS      | $208706.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                  | Pinnacle Financial Partners Inc                                                                                        | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      1404 | NS      | $110536.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                                                         | Equitrans Midstream Corp                                                                                               | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      3451 | NS      | $25019.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2020-A                                                                                | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67772 | PA      | $63038.98     | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179S6V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7785 | PA      | $7576.34      | 0.00%             | 2032-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                              | Arista Networks Inc                                                                                                    | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1780 | NS      | $224315.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1328000 | PA      | $941583.13    | 0.15%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      3149 | NS      | $348121.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                                                                 | CUSIP: 54473ENT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $58287.65     | 0.01%             | 2033-08-01      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | Legrand SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      8746 | NS      | $781738.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                                                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       910 | NS      | $176412.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                                                   | Ziff Davis Inc                                                                                                         | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       980 | NS      | $87690.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109650.84    | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                                                   | AMC Entertainment Holdings Inc                                                                                         | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      1945 | NS      | $10405.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                    | CUSIP: 002824BE9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115837.06    | 0.02%             | 2023-11-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | Woodside Finance Ltd                                                                                                   | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $23321.20     | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Autoliv Inc                                                                      | Autoliv Inc                                                                                                            | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1188 | NS      | $109438.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                                                | PNM Resources Inc                                                                                                      | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       748 | NS      | $37011.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                                                           | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     90000 | PA      | $84161.20     | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                                                                     | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53624.05     | 0.01%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA3                                                                                | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49734.50     | 0.01%             | 2033-10-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Hawaiian Holdings Inc                                                            | Hawaiian Holdings Inc                                                                                                  | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      2685 | NS      | $33079.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                                      | Cognex Corp                                                                                                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      1806 | NS      | $98860.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                                           | Paylocity Holding Corp                                                                                                 | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       460 | NS      | $95813.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                                                          | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40904.54     | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | Apollo Global Management Inc                                                                                           | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6534 | NS      | $462476.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care                                                                                                   | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8576.12      | 0.00%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA Communications Corp                                                                                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      1673 | NS      | $497767.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                                                   | Littelfuse Inc                                                                                                         | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       510 | NS      | $130911.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                                                            | Antero Midstream Corp                                                                                                  | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $54500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $543468.75    | 0.09%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                                                                                                                | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      9828 | NS      | $560090.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp                                                         | Blueprint Medicines Corp                                                                                               | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       970 | NS      | $45337.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                                                      | Summit Hotel Properties Inc                                                                                            | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |      9750 | NS      | $83070.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HealthCare Technologies Inc                                                                                         | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     15656 | NS      | $1088405.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                                                                | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131606 | PA      | $131769.53    | 0.02%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                                               | Liberty Global PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |      1088 | NS      | $23598.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                                         | SLM Corp                                                                                                               | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5235 | NS      | $91978.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     49873 | NS      | $1542073.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co Ltd                                                          | Largan Precision Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $142282.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                          | American Airlines 2019-1 Class AA Pass Through Trust                                                                   | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125342 | PA      | $109035.39    | 0.02%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Prothena Corp PLC                                                                | Prothena Corp PLC                                                                                                      | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |       591 | NS      | $33421.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worley Ltd                                                                       | Worley Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |     59849 | NS      | $658693.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                                               | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $228634.61    | 0.04%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Edison Co                                                           | Metropolitan Edison Co                                                                                                 | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96435.16     | 0.02%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                                                   | TechnipFMC PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     10924 | NS      | $151734.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                                                | Kinder Morgan Inc                                                                                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     44085 | NS      | $806755.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                                                 | Wynn Resorts Ltd                                                                                                       | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1257 | NS      | $130275.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                                       | Korn Ferry                                                                                                             | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1460 | NS      | $78825.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                                                                   | CUSIP: 64990C7K1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96866.13     | 0.02%             | 2048-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                                                            | Envista Holdings Corp                                                                                                  | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      2173 | NS      | $84725.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                                                             | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34083.18     | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY 2022-26BW Mortgage Trust                                                                                          | CUSIP: 12429EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $119806.52    | 0.02%             | 2044-02-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Office Realty Trust Inc                                                 | Piedmont Office Realty Trust Inc                                                                                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      4380 | NS      | $46428.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      6583 | NS      | $2408127.23   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                                       | Ciena Corp                                                                                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1680 | NS      | $87393.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE PEET'S NV                                                                    | JDE Peet's NV                                                                                                          | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $225574.26    | 0.04%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2020-INV1                                                                                     | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21101 | PA      | $19088.05     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                                                          | Kymera Therapeutics Inc                                                                                                | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1010 | NS      | $37753.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selecta Biosciences Inc                                                          | Selecta Biosciences Inc                                                                                                | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |     21810 | NS      | $38603.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                                                             | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123623.28    | 0.02%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                                                 | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24994.66     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | Essential Utilities Inc                                                                                                | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      1983 | NS      | $92665.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                                         | Ipsen SA                                                                                                               | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      1985 | NS      | $208438.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | ServiceNow Inc                                                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      5060 | NS      | $2302957.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                                                       | Macy's Inc                                                                                                             | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      1915 | NS      | $45251.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2019-INV3                                                                                     | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12309 | PA      | $11050.43     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Veru Inc                                                                         | Veru Inc                                                                                                               | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |      2100 | NS      | $12096.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Challenger Ltd                                                                   | Challenger Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |     49952 | NS      | $255919.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Elliman Inc                                                              | Douglas Elliman Inc                                                                                                    | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      8064 | NS      | $37578.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AvalonBay Communities Inc                                                                                              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       463 | NS      | $82154.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                                              | Affirm Holdings Inc                                                                                                    | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4982 | NS      | $80658.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                                                     | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24405.16     | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eXp World Holdings Inc                                                           | eXp World Holdings Inc                                                                                                 | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      1700 | NS      | $26503.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Minnesota Municipal Power Agency                                         | WSTRN MN MUNI PWR AGY                                                                                                  | CUSIP: 958697LB8<br>LEI: 549300LFJK9CQSN2NJ11 | Long             | DBT              | MUN               | US        |    100000 | PA      | $86116.65     | 0.01%             | 2039-01-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                                                    | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $244646.67    | 0.04%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $381722.73    | 0.06%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Citi Trends Inc                                                                  | Citi Trends Inc                                                                                                        | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      1000 | NS      | $31480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                                                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     13164 | NS      | $987826.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                                | Ashtead Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     11319 | NS      | $745174.87    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                            | Julius Baer Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      9988 | NS      | $640009.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Inc                                                                   | DraftKings Inc                                                                                                         | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3090 | NS      | $46319.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                                                     | Spectrum Brands Holdings Inc                                                                                           | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       399 | NS      | $27084.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                                                | Middleby Corp/The                                                                                                      | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       915 | NS      | $142236.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $389515.62    | 0.06%             | 2023-08-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SentinelOne Inc                                                                  | SentinelOne Inc                                                                                                        | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2787 | NS      | $42055.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      9996 | NS      | $2364953.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                                         | Fabrinet                                                                                                               | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       950 | NS      | $125077.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust 2021-A                                                                       | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45447 | PA      | $40163.80     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                                                           | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24267.35     | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                       | Dexcom Inc                                                                                                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      2305 | NS      | $246842.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                                                          | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21704.04     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1205000 | PA      | $803678.51    | 0.13%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| County of Washoe NV Gas Tax Revenue                                              | WASHOE CNTY NV HIGHWAY REVENUE                                                                                         | CUSIP: 940839BM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $49945.69     | 0.01%             | 2040-02-01      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                                                                 | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1865 | NS      | $77994.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                                                    | CoreCivic Inc                                                                                                          | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      3600 | NS      | $38304.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Biopharma Inc                                                                | Cue Biopharma Inc                                                                                                      | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |      9600 | NS      | $32832.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                                                                | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53207.79     | 0.01%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FirstEnergy Corp                                                                                                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      8718 | NS      | $357002.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                                              | General Electric Co                                                                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     43340 | NS      | $3488003.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                                                    | Nordstrom Inc                                                                                                          | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      2100 | NS      | $41034.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                                                             | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48178.35     | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                                                | Suzuki Motor Corp                                                                                                      | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     13000 | NS      | $489563.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                        | Zurich Insurance Group AG                                                                                              | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      2178 | NS      | $1077184.17   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                                 | WPP Finance 2010                                                                                                       | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $122298.25    | 0.02%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     29842 | NS      | $2310367.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     22154 | NS      | $1617685.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Long: S99179467 CDS USD R F  1.00000 4299179467FEE CCPCDX / Short: S99179467 CDS USD P V 03MEVENT 4299179467PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2000000 | OU      | $25523.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                                                              | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43873.41     | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                                                                | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      3361 | NS      | $793330.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                                       | Apple Hospitality REIT Inc                                                                                             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      4541 | NS      | $80511.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                                                               | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22539.49     | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2370000 | PA      | $2281402.74   | 0.36%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      3518 | NS      | $145680.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124687.60    | 0.02%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29589.42     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANVA COMMON STOCK PP                                                            | CANVA COMMON STOCK PP                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $23175.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Taylor Morrison Home Corp                                                        | Taylor Morrison Home Corp                                                                                              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2600 | NS      | $93080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage LP                                                                  | Life Storage LP                                                                                                        | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     40000 | PA      | $37012.68     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                        | DENVER CO PUBLIC SCHS COPS                                                                                             | CUSIP: 249218BC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23896.19     | 0.00%             | 2037-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                                                          | CUSIP: 55261FAJ3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59612.95     | 0.01%             | 2023-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                    | Snowflake Inc                                                                                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      3332 | NS      | $521258.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                                                            | Playtika Holding Corp                                                                                                  | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      2100 | NS      | $22029.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms Inc                                                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     16830 | NS      | $2507165.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     10939 | NS      | $483066.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                                                  | Ross Stores Inc                                                                                                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     26080 | NS      | $3082395.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                                                             | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33265.36     | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2017-CD3 Mortgage Trust                                                                                             | CUSIP: 12515GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $65140.45     | 0.01%             | 2050-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| LivePerson Inc                                                                   | LivePerson Inc                                                                                                         | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      2450 | NS      | $31556.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                           | Liberty Media Corp-Liberty Formula One                                                                                 | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $155760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2021-A                                                                                | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106175 | PA      | $93119.86     | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                                                  | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18067.61     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                          | Lululemon Athletica Inc                                                                                                | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      2422 | NS      | $743263.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                                            | Shockwave Medical Inc                                                                                                  | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       400 | NS      | $75172.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                                        | Avnet Inc                                                                                                              | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      2110 | NS      | $96806.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                                              | TG Therapeutics Inc                                                                                                    | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      3200 | NS      | $48736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                                                            | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     17911 | NS      | $1555928.57   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                                                 | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107653.57    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Outfront Media Inc                                                               | Outfront Media Inc                                                                                                     | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      3270 | NS      | $65073.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                                  | First Solar Inc                                                                                                        | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       176 | NS      | $31257.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                                                                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      9078 | NS      | $1206466.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                                                          | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $66243.63     | 0.01%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Chemed Corp                                                                      | Chemed Corp                                                                                                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       250 | NS      | $126285.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                                                                       | Tosoh Corp                                                                                                             | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      4500 | NS      | $58862.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications Inc                                                                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     31590 | NS      | $1313196.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                                                                     | CUSIP: 956708AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46921.29     | 0.01%             | 2048-06-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                    | BHP Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      9881 | NS      | $346373.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                                                            | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      1667 | NS      | $137294.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                                            | Molina Healthcare Inc                                                                                                  | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       550 | NS      | $171506.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                                                         | Sarepta Therapeutics Inc                                                                                               | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       970 | NS      | $121220.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                                                         | Cullen/Frost Bankers Inc                                                                                               | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       725 | NS      | $94453.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                           | Standard Chartered PLC                                                                                                 | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     41913 | NS      | $351033.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | Raytheon Technologies Corp                                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1587 | NS      | $158461.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                                                                     | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2078 | NS      | $144982.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 9128284X5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1166402.34   | 0.18%             | 2023-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                                                   | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168593.06    | 0.03%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70948.51     | 0.01%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                                               | Liberty Global PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |      2378 | NS      | $53148.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & Co Inc                                                                                                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      5310 | NS      | $296351.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                                                                 | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $23915.04     | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Aldeyra Therapeutics Inc                                                         | Aldeyra Therapeutics Inc                                                                                               | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |      9510 | NS      | $56109.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                                              | Avery Dennison Corp                                                                                                    | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      5484 | NS      | $1038888.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                                                    | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    315000 | PA      | $279092.32    | 0.04%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                                                                | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $119713.83    | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 1Life Healthcare Inc                                                             | 1Life Healthcare Inc                                                                                                   | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3370 | NS      | $53886.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                                                    | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46896.95     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                                                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1162 | NS      | $247506.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW 2019-2 LLC                                                                                                         | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98361 | PA      | $92558.03     | 0.01%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                                                        | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48981.99     | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2115 | PA      | $1898.23      | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | Prysmian SpA                                                                                                           | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     20202 | NS      | $823512.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                                                                 | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24261.65     | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                         | Crowdstrike Holdings Inc                                                                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2488 | NS      | $263479.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                                          | Aon PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      2889 | NS      | $920666.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                                                                | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24089.83     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                                                         | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44957.63     | 0.01%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos Inc                                                                                                         | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $22584.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13764 | PA      | $12278.76     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                   | Blackstone Inc                                                                                                         | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      5034 | NS      | $483062.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                                        | Esab Corp                                                                                                              | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      1687 | NS      | $97525.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc                                                                                                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3848 | NS      | $88542.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                                                     | Ubiquiti Inc                                                                                                           | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       178 | NS      | $52004.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                                          | WEX Inc                                                                                                                | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       475 | NS      | $87860.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                                | Allstate Corp/The                                                                                                      | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4983 | NS      | $640166.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                                      | Moncler SpA                                                                                                            | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     10896 | NS      | $682629.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System Inc                                                              | Landstar System Inc                                                                                                    | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       640 | NS      | $110611.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4659 | PA      | $4298.23      | 0.00%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1059372.65   | 0.17%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Novanta Inc                                                                      | Novanta Inc                                                                                                            | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       610 | NS      | $98496.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                                                                      | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99813.97     | 0.02%             | 2023-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                                                                 | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    300000 | PA      | $217007.97    | 0.03%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $521339.84    | 0.08%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Proto Labs Inc                                                                   | Proto Labs Inc                                                                                                         | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       610 | NS      | $18666.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                                                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1109 | NS      | $168379.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3561 | PA      | $3587.59      | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      6140 | NS      | $1037414.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                                              | TE Connectivity Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      9609 | NS      | $1221784.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2019-INV3                                                                                     | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11283 | PA      | $9767.61      | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                                                             | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $158493.14    | 0.02%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Warner Music Group Corp                                                          | Warner Music Group Corp                                                                                                | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1609 | NS      | $58648.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                                               | Kilroy Realty Corp                                                                                                     | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |      1325 | NS      | $54378.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $831753.13    | 0.13%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group Inc                                                      | Penske Automotive Group Inc                                                                                            | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       797 | NS      | $101872.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                                                              | SoftBank Group Corp                                                                                                    | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      6800 | NS      | $324112.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                                                  | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79079.64     | 0.01%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     16065 | NS      | $996466.66    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96120.62     | 0.02%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                                                             | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21290.10     | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                                                       | LPL Financial Holdings Inc                                                                                             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       873 | NS      | $207005.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                                                | MicroStrategy Inc                                                                                                      | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        64 | NS      | $16110.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                                                       | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     45000 | PA      | $41154.99     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | Carrier Global Corp                                                                                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      1729 | NS      | $78721.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      4065 | NS      | $86787.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                                                                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      5617 | NS      | $2397054.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                                           | Sun Life Financial Inc                                                                                                 | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     20698 | NS      | $1040072.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                                                         | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140964.33    | 0.02%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                           | Sanofi                                                                                                                 | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     18433 | NS      | $1811349.98   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | Skyworks Solutions Inc                                                                                                 | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       538 | NS      | $59002.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      5165 | NS      | $232631.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                                         | Mitsubishi Electric Corp                                                                                               | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     72400 | NS      | $797178.22    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Corp                                                          | Magnolia Oil & Gas Corp                                                                                                | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5812 | NS      | $137221.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                           | Palo Alto Networks Inc                                                                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2286 | NS      | $362651.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                                                            | Purple Innovation Inc                                                                                                  | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $22620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                                                                 | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $47911.17     | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                                                              | Travel + Leisure Co                                                                                                    | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1890 | NS      | $80079.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                                                 | Pitney Bowes Inc                                                                                                       | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      6200 | NS      | $26722.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                                                              | MKS Instruments Inc                                                                                                    | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       954 | NS      | $97613.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                                                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3491 | NS      | $381007.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                                                  | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $76934.14     | 0.01%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                                                           | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47772.49     | 0.01%             | 2026-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Alamo Group Inc                                                                  | Alamo Group Inc                                                                                                        | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       822 | NS      | $128618.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                                                  | Concentrix Corp                                                                                                        | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       414 | NS      | $58709.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                                                        | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48640.29     | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                                                          | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61973.58     | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LHC Group Inc                                                                    | LHC Group Inc                                                                                                          | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       624 | NS      | $98966.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617LSAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1689 | PA      | $1607.31      | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                                   | JB Hunt Transport Services Inc                                                                                         | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3959 | NS      | $748448.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                                     | Citizens Financial Group Inc                                                                                           | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1132 | NS      | $49038.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                         | Simon Property Group Inc                                                                                               | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       954 | NS      | $122550.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $512947.27    | 0.08%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennant Co                                                                       | Tennant Co                                                                                                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1660 | NS      | $116415.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                    | Ultragenyx Pharmaceutical Inc                                                                                          | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      1074 | NS      | $48684.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                                                            | Euronet Worldwide Inc                                                                                                  | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       589 | NS      | $66368.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                                       | Impinj Inc                                                                                                             | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       561 | NS      | $72806.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                                                | Owens & Minor Inc                                                                                                      | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      2200 | NS      | $43428.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                                       | Insmed Inc                                                                                                             | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      3500 | NS      | $75355.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    464600 | PA      | $308269.36    | 0.05%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Omron Corp                                                                       | Omron Corp                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |      4700 | NS      | $272457.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | Sampo Oyj                                                                                                              | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     19131 | NS      | $1003615.06   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                  | Yum! Brands Inc                                                                                                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      7010 | NS      | $914875.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp                                          | Science Applications International Corp                                                                                | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      1049 | NS      | $108865.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                           | Daimler Truck Finance North America LLC                                                                                | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158217.53    | 0.02%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                                   | Storebrand ASA                                                                                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     72991 | NS      | $633775.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                                                           | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36697.43     | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co                                                              | Allegiant Travel Co                                                                                                    | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       150 | NS      | $12904.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                                                         | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $297706.18    | 0.05%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Zoom Video Communications Inc                                                    | Zoom Video Communications Inc                                                                                          | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1932 | NS      | $144900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                                                         | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252513.61    | 0.04%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                                                             | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    490000 | PA      | $353914.39    | 0.06%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                                                    | Wolfspeed Inc                                                                                                          | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      1240 | NS      | $95492.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                                                    | Sumitomo Corp                                                                                                          | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     35400 | NS      | $635457.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                      | Datadog Inc                                                                                                            | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      3640 | NS      | $272308.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                               | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |      5510 | NS      | $49094.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                                                     | DocuSign Inc                                                                                                           | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1876 | NS      | $113760.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND ST STADIUM AUTH REVENUE                                                                                       | CUSIP: 574296CM9<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $133094.79    | 0.02%             | 2035-05-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                                                             | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295437.44    | 0.05%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                                                   | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69605.27     | 0.01%             | 2023-04-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                                                          | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23856.93     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                                                         | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24328.66     | 0.00%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust 2019-F                                                                       | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41233 | PA      | $38445.52     | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NCR Corp                                                                         | NCR Corp                                                                                                               | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      2270 | NS      | $62243.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                                                  | Spirit AeroSystems Holdings Inc                                                                                        | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4278 | NS      | $154649.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $101662.70    | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intrepid Potash Inc                                                              | Intrepid Potash Inc                                                                                                    | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1090 | NS      | $35675.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                                                    | Envestnet Inc                                                                                                          | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      1270 | NS      | $82550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | International Flavors & Fragrances Inc                                                                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2030 | NS      | $228293.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co Ltd                                                          | Stanley Electric Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15200 | NS      | $326910.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas A&M University                                                             | TEXAS ST A & M UNIV REVENUES                                                                                           | CUSIP: 88213APS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $105448.73    | 0.02%             | 2039-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NatWest Markets PLC                                                                                                    | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187297.01    | 0.03%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                | COOK CNTY IL                                                                                                           | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    160000 | PA      | $180009.09    | 0.03%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     17022 | NS      | $1656751.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CareCloud Inc                                                                    | CareCloud Inc                                                                                                          | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Long             | EC               | CORP              | US        |      9200 | NS      | $33120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                                                      | Pacific Premier Bancorp Inc                                                                                            | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      3887 | NS      | $125705.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                                         | LYB International Finance II BV                                                                                        | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $47457.01     | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                                | PROG Holdings Inc                                                                                                      | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1360 | NS      | $30314.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $219352.39    | 0.03%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                  | Ulta Beauty Inc                                                                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1269 | NS      | $652215.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                                               | RH                                                                                                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       167 | NS      | $52102.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                                                      | Westrock Co                                                                                                            | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1237 | NS      | $48539.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | Pioneer Natural Resources Co                                                                                           | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       613 | NS      | $141204.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                               | Ingersoll Rand Inc                                                                                                     | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      5219 | NS      | $292264.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                                                                  | Beyond Meat Inc                                                                                                        | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |       750 | NS      | $12322.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX Trust                                                                        | OBX 2019-EXP3 Trust                                                                                                    | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12582 | PA      | $12213.60     | 0.00%             | 2059-10-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Arvinas, Inc.                                                                    | Arvinas, Inc.                                                                                                          | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       837 | NS      | $27428.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                                                            | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120092.00    | 0.02%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                                                  | Descartes Systems Group Inc/The                                                                                        | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1159 | NS      | $84630.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                                            | Tenet Healthcare Corp                                                                                                  | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1310 | NS      | $71853.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                                       | CF Industries Holdings Inc                                                                                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1588 | NS      | $134503.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                                                       | Azenta Inc                                                                                                             | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      1090 | NS      | $60931.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                                                      | IDACORP Inc                                                                                                            | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       298 | NS      | $31531.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                                                          | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252949.16    | 0.04%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                                                     | Monolithic Power Systems Inc                                                                                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1562 | NS      | $666286.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                                                        | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $234138.75    | 0.04%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                                                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      6205 | NS      | $826568.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                                      | Shopify Inc                                                                                                            | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      9560 | NS      | $471021.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                                                | Overstock.com Inc                                                                                                      | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       540 | NS      | $13073.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                       | Diageo PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     31250 | NS      | $1357737.41   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                                       | Siemens AG                                                                                                             | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     19210 | NS      | $2984575.91   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                           | Anglo American Capital PLC                                                                                             | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $169945.32    | 0.03%             | 2030-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RDM3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $101550.56    | 0.02%             | 2025-09-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                                                       | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3757 | NS      | $233084.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                                                   | Virtus Investment Partners Inc                                                                                         | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       621 | NS      | $133440.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                                           | ANZ Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     29048 | NS      | $514433.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Definity Financial Corp                                                          | Definity Financial Corp                                                                                                | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |      6362 | NS      | $171416.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                                       | Neurocrine Biosciences Inc                                                                                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1230 | NS      | $136443.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                                                                     | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2088 | NS      | $67839.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                                                                      | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1919 | NS      | $959691.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                                                              | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235363.01    | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                                                     | Exelixis Inc                                                                                                           | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      3920 | NS      | $69070.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                                                         | United Overseas Bank Ltd                                                                                               | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     38900 | NS      | $886005.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $112940.96    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                              | Starwood Mortgage Residential Trust 2019-INV1                                                                          | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82633 | PA      | $78415.33     | 0.01%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        99 | NS      | $241446.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                                              | Upland Software Inc                                                                                                    | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      2370 | NS      | $20690.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelerate Diagnostics Inc                                                       | Accelerate Diagnostics Inc                                                                                             | CUSIP: 00430H102<br>LEI: 2549007HE5QY1QEQ8K43 | Long             | EC               | CORP              | US        |     26380 | NS      | $18297.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                              | EssilorLuxottica SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      4157 | NS      | $760665.76    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                           | Webster Financial Corp                                                                                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      3419 | NS      | $180010.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                                               | Sonoco Products Co                                                                                                     | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      2600 | NS      | $158886.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                                          | Panasonic Holdings Corp                                                                                                | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     59400 | NS      | $550887.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                              | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      4469 | NS      | $1609557.46   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA Healthcare Inc                                                                                                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      4240 | NS      | $1081496.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                                   | Five Below Inc                                                                                                         | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       670 | NS      | $132077.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                                          | XPO Inc                                                                                                                | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       830 | NS      | $33083.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc                                                        | Mitsubishi HC Capital Inc                                                                                              | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |     54400 | NS      | $276957.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                                                               | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109576.83    | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                                                   | CyberAgent Inc                                                                                                         | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |     47100 | NS      | $441350.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | Otis Worldwide Corp                                                                                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      7123 | NS      | $585724.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4771 | NS      | $1872522.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303967.97    | 0.05%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                                                                | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $80496.36     | 0.01%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                      | Avantor Inc                                                                                                            | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4166 | NS      | $99567.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                                          | Peloton Interactive Inc                                                                                                | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |      5142 | NS      | $66486.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                                               | Unity Software Inc                                                                                                     | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      1366 | NS      | $48520.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                                                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2923 | NS      | $1309620.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd                                              | White Mountains Insurance Group Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |        19 | NS      | $29031.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | Telefonaktiebolaget LM Ericsson                                                                                        | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    124633 | NS      | $722537.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | Hartford Financial Services Group Inc/The                                                                              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     21305 | NS      | $1653481.05   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                                                     | MSC Industrial Direct Co Inc                                                                                           | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      1507 | NS      | $124628.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                                          | NVR Inc                                                                                                                | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        31 | NS      | $163370.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                                      | Corp Nacional del Cobre de Chile                                                                                       | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $180043.93    | 0.03%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2839 | NS      | $1075072.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2020-INV1                                                                                     | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5553 | PA      | $5114.31      | 0.00%             | 2050-08-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Koppers Holdings Inc                                                             | Koppers Holdings Inc                                                                                                   | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1085 | NS      | $37551.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                                                  | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38597.15     | 0.01%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                            | Antero Resources Corp                                                                                                  | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      2453 | NS      | $70744.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON FINANCE CORP                                                               | Alcon Finance Corp                                                                                                     | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174888.81    | 0.03%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117437.46    | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3393 | NS      | $1736198.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                                                     | ODP Corp/The                                                                                                           | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1280 | NS      | $66048.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                                                   | National Retail Properties Inc                                                                                         | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |      1640 | NS      | $77654.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                                                   | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $167643.06    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                                                    | Pinterest Inc                                                                                                          | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4560 | NS      | $119882.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                                             | Commercial Metals Co                                                                                                   | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2256 | NS      | $122433.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                                     | United Airlines Holdings Inc                                                                                           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1320 | NS      | $64627.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                                                      | ROBLOX Corp                                                                                                            | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $100467.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                                                                  | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      7117 | NS      | $639889.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                                           | Melrose Industries PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    336796 | NS      | $591933.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                                                              | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56795.61     | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                       | Twilio Inc                                                                                                             | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1291 | NS      | $77253.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                                                | EW Scripps Co/The                                                                                                      | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      1250 | NS      | $18687.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                                     | Synopsys Inc                                                                                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3774 | NS      | $1335052.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                                                            | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3556 | NS      | $175061.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2021-2                                                                                        | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65652 | PA      | $55902.36     | 0.01%             | 2066-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    118220 | NS      | $17057963.80  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                                            | Lantheus Holdings Inc                                                                                                  | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      1335 | NS      | $76762.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                                        | Asana Inc                                                                                                              | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1140 | NS      | $17670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc                                                            | Pulse Biosciences Inc                                                                                                  | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |      8600 | NS      | $26918.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                     | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     90000 | PA      | $84810.92     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                                         | EastGroup Properties Inc                                                                                               | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |       700 | NS      | $117775.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Texas Turnpike System                                                    | TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU                                                           | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $79144.22     | 0.01%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | Erste Group Bank AG                                                                                                    | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      8496 | NS      | $321823.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                                                        | Minerals Technologies Inc                                                                                              | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1342 | NS      | $93201.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     16119 | NS      | $4261541.22   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                                                           | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27949.34     | 0.00%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Argo Group International Holdings Ltd                                            | Argo Group International Holdings Ltd                                                                                  | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      1309 | NS      | $36337.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                                                        | TEGNA Inc                                                                                                              | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      3100 | NS      | $61783.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                                                       | Commerce Bancshares Inc/MO                                                                                             | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2019 | NS      | $134384.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1033000 | PA      | $626296.60    | 0.10%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2021-C                                                                                       | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169533 | PA      | $151984.94    | 0.02%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | Standard Chartered PLC                                                                                                 | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $195166.23    | 0.03%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | Taiwan Semiconductor Manufacturing Co Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    118000 | NS      | $2081778.63   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Strategic Education Inc                                                          | Strategic Education Inc                                                                                                | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      1174 | NS      | $109592.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                                                       | Apartment Income REIT Corp                                                                                             | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |      2265 | NS      | $86658.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                                                    | GameStop Corp                                                                                                          | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      1288 | NS      | $28168.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                                                         | Roku Inc                                                                                                               | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       864 | NS      | $49680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                                                          | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     55000 | PA      | $49881.62     | 0.01%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UniFirst Corp/MA                                                                 | UniFirst Corp/MA                                                                                                       | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       416 | NS      | $82551.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                                         | Lennox International Inc                                                                                               | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       462 | NS      | $120406.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                                             | Summit Materials Inc                                                                                                   | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      2542 | NS      | $83530.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | Regeneron Pharmaceuticals Inc                                                                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       699 | NS      | $530170.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                                       | HEICO Corp                                                                                                             | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       883 | NS      | $118039.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2020-6                                                                                        | CUSIP: 03465AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $55420.41     | 0.01%             | 2065-05-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                 | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49627.41     | 0.01%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SkyWest Inc                                                                      | SkyWest Inc                                                                                                            | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       900 | NS      | $18684.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | Seven & i Holdings Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     21900 | NS      | $1035377.82   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $438078.13    | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                                                                    | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121671.09    | 0.02%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PharmaCyte Biotech Inc                                                           | PharmaCyte Biotech Inc                                                                                                 | CUSIP: 71715X203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $18785.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World OMNI Select Auto Trust                                                     | World Omni Select Auto Trust 2019-A                                                                                    | CUSIP: 98163BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13964 | PA      | $13902.71     | 0.00%             | 2025-12-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                                                     | Medical Properties Trust Inc                                                                                           | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      4130 | NS      | $53483.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                                     | Teleflex Inc                                                                                                           | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       555 | NS      | $135098.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                                                                 | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24584.19     | 0.00%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                                                       | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $24520.52     | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Enovis Corp                                                                      | Enovis Corp                                                                                                            | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       575 | NS      | $36196.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | Taiwan Semiconductor Manufacturing Co Ltd                                                                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3487 | NS      | $323349.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                                                             | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47707.86     | 0.01%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                                                       | Signature Bank/New York NY                                                                                             | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        26 | NS      | $3352.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                                                          | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143840.60    | 0.02%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| IAC Inc                                                                          | IAC Inc                                                                                                                | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |       655 | NS      | $37007.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                                             | Howmet Aerospace Inc                                                                                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     12970 | NS      | $527749.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                                                           | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    113000 | PA      | $114184.18    | 0.02%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | Automatic Data Processing Inc                                                                                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2437 | NS      | $550298.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                                            | Rivian Automotive Inc                                                                                                  | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2593 | NS      | $50304.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                                                       | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     70000 | PA      | $65089.83     | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                                                             | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42429.10     | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617MEDS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5704 | PA      | $5439.63      | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                                                                | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     28459 | NS      | $563169.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                                                      | South32 Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    154562 | NS      | $499442.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp                                                      | John Bean Technologies Corp                                                                                            | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       620 | NS      | $69272.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                                         | Shire Acquisitions Investments Ireland DAC                                                                             | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $19701.12     | 0.00%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Apogee Enterprises Inc                                                           | Apogee Enterprises Inc                                                                                                 | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       360 | NS      | $16862.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                                                  | CUSIP: 69371RR32<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157514.78    | 0.02%             | 2026-05-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50200 | PA      | $40318.84     | 0.01%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Glaukos Corp                                                                     | Glaukos Corp                                                                                                           | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      1133 | NS      | $55573.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                                                           | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $153490.39    | 0.02%             | 2043-02-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                                                  | CUSIP: 69371RR57<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202129.97    | 0.03%             | 2024-11-08      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                                                       | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    240000 | PA      | $197156.78    | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33829.60     | 0.01%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                                                           | Boston Beer Co Inc/The                                                                                                 | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       122 | NS      | $47410.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                                                              | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53710.44     | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Matthews International Corp                                                      | Matthews International Corp                                                                                            | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      2140 | NS      | $79265.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2016-A                                                                                | CUSIP: 78449FAB7<br>LEI: 54930039BHEBCRK29U41 | Long             | ABS-O            | CORP              | US        |     18067 | PA      | $17347.95     | 0.00%             | 2031-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Glacier Bancorp Inc                                                              | Glacier Bancorp Inc                                                                                                    | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      2290 | NS      | $104401.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                                                                 | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22737.12     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                            | Cantor Commercial Real Estate Lending 2019-CF1                                                                         | CUSIP: 12529MDE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91318.53     | 0.01%             | 2052-05-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | Equifax Inc                                                                                                            | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2072 | NS      | $460398.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      7436 | NS      | $269852.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applebees/IHOP Funding LLC                                                       | Applebee's Funding LLC / IHOP Funding LLC                                                                              | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74250 | PA      | $72473.72     | 0.01%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US Inc                                                                                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     11672 | NS      | $1742746.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                      | Novartis AG                                                                                                            | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     17215 | NS      | $1556935.78   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                                                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3273 | NS      | $425522.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                                                      | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60219.55     | 0.01%             | 2026-01-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $143151.37    | 0.02%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                                 | Mettler-Toledo International Inc                                                                                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        81 | NS      | $124166.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                         | United Airlines 2019-1 Class AA Pass Through Trust                                                                     | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88919 | PA      | $81831.08     | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | National Grid PLC                                                                                                      | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     55757 | NS      | $709220.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                                          | DCC PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      8019 | NS      | $456851.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                                 | QuidelOrtho Corp                                                                                                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       445 | NS      | $38096.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc                                                              | Mobileye Global Inc                                                                                                    | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1219 | NS      | $47053.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                            | Travelers Cos Inc/The                                                                                                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      8007 | NS      | $1530297.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                                                    | AIA Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     29200 | NS      | $329741.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                                             | Deckers Outdoor Corp                                                                                                   | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       233 | NS      | $99602.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                                               | Kraft Heinz Co/The                                                                                                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     24070 | NS      | $975557.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                                                        | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     13744 | NS      | $473205.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                                          | Extra Space Storage Inc                                                                                                | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       676 | NS      | $106693.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $257590.27    | 0.04%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                             | Tencent Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     12500 | NS      | $609255.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Five9 Inc                                                                        | Five9 Inc                                                                                                              | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |       730 | NS      | $57509.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                                                    | Rexford Industrial Realty Inc                                                                                          | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     14594 | NS      | $926281.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc                                                                       | Savara Inc                                                                                                             | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |     28960 | NS      | $75296.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119585.37    | 0.02%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freshpet Inc                                                                     | Freshpet Inc                                                                                                           | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       571 | NS      | $36161.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                                                                     | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      3598 | NS      | $60194.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                                                    | Shoals Technologies Group Inc                                                                                          | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1545 | NS      | $43090.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128194.36    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                                                               | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203082.41    | 0.03%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                                               | SunCoke Energy Inc                                                                                                     | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      8200 | NS      | $74702.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3298781.23   | 0.52%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust 2021-2                                                                              | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63221 | PA      | $51784.70     | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 9128284A5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1158259.76   | 0.18%             | 2023-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | Wyndham Hotels & Resorts Inc                                                                                           | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      1240 | NS      | $96112.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential Trust                                              | Starwood Mortgage Residential Trust 2021-2                                                                             | CUSIP: 85573HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35337 | PA      | $32908.71     | 0.01%             | 2065-05-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     12820 | NS      | $756380.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                                                     | Alkermes PLC                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3220 | NS      | $92220.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                                       | Adient PLC                                                                                                             | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      1380 | NS      | $62127.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                                      | Standard Motor Products Inc                                                                                            | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      1310 | NS      | $53002.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                                        | Bunzl PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     11541 | NS      | $423642.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       447 | NS      | $1088042.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                                           | Acushnet Holdings Corp                                                                                                 | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1160 | NS      | $54462.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                                                         | Elanco Animal Health Inc                                                                                               | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      7097 | NS      | $97441.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                                             | Celsius Holdings Inc                                                                                                   | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $60192.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                        | Aptiv PLC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       317 | NS      | $35849.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                                                      | Healthcare Realty Trust Inc                                                                                            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      3940 | NS      | $84828.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     27581 | NS      | $973057.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                         | Perrigo Finance Unlimited Co                                                                                           | CUSIP: 71429MAB1<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $189370.00    | 0.03%             | 2026-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     16123 | NS      | $1731771.43   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                        | Safran SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      4446 | NS      | $638440.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                                                     | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $194715.39    | 0.03%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | Equinix Inc                                                                                                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       418 | NS      | $308538.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                                              | StepStone Group Inc                                                                                                    | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1572 | NS      | $45886.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2075000 | PA      | $1883062.50   | 0.30%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                     | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     15000 | PA      | $12980.98     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Greif Inc                                                                        | Greif Inc                                                                                                              | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       690 | NS      | $56856.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genprex Inc                                                                      | Genprex Inc                                                                                                            | CUSIP: 372446104<br>LEI: 549300KS9771JZ234890 | Long             | EC               | CORP              | US        |     12600 | NS      | $18522.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                                                                    | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55217.62     | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                           | Chesapeake Energy Corp                                                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       426 | NS      | $36942.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc                                       | American Axle & Manufacturing Holdings Inc                                                                             | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4800 | NS      | $42576.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                                                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      4193 | NS      | $312504.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | Broadridge Financial Solutions Inc                                                                                     | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      5795 | NS      | $871336.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $256037.11    | 0.04%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS PLC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       495 | NS      | $102222.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mississippi Power Co                                                             | Mississippi Power Co                                                                                                   | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28910.74     | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P Global Inc                                                                                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4251 | NS      | $1593869.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                  | Equity LifeStyle Properties Inc                                                                                        | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      6218 | NS      | $446328.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                                        | Scholar Rock Holding Corp                                                                                              | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      2200 | NS      | $26620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                                                 | West Pharmaceutical Services Inc                                                                                       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       176 | NS      | $46745.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                                                          | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69621.62     | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                                                           | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $168840.16    | 0.03%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CryoPort Inc                                                                     | CryoPort Inc                                                                                                           | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      1260 | NS      | $28765.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                                                                      | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $187070.60    | 0.03%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2020-3 Mortgage Loan Trust                                                                                        | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14237 | PA      | $13366.93     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| NAVER Corp                                                                       | NAVER Corp                                                                                                             | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      1828 | NS      | $304595.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies Inc                                                           | Ormat Technologies Inc                                                                                                 | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1241 | NS      | $114854.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                                                   | Stitch Fix Inc                                                                                                         | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      3610 | NS      | $18808.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                   | Eli Lilly & Co                                                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     11019 | NS      | $3792188.85   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                                                        | Bunge Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      1780 | NS      | $176398.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                                                            | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $53810.88     | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                                                     | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     25000 | PA      | $24392.64     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                        | Tokio Marine Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     47400 | NS      | $992145.42    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                          | Dryden 77 CLO Ltd                                                                                                      | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246212.00    | 0.04%             | 2034-05-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                                                 | Zillow Group Inc                                                                                                       | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      1240 | NS      | $54820.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                           | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $59521.48     | 0.01%             | 2040-01-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | Global Payments Inc                                                                                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3250 | NS      | $366340.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117779.95    | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     35338 | NS      | $4945906.48   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     10017 | NS      | $412900.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     82379 | NS      | $8495746.27   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                            | Schneider Electric SE                                                                                                  | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      2022 | NS      | $327882.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder Inc                                                               | Light & Wonder Inc                                                                                                     | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       830 | NS      | $54157.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                                                            | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221940.72    | 0.03%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust 2021-NQM1                                                                                 | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83875 | PA      | $73465.49     | 0.01%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                            | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     44536 | NS      | $1352961.05   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                           | Protective Life Global Funding                                                                                         | CUSIP: 74368CAX2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177161.68    | 0.03%             | 2025-07-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Atkore Inc                                                                       | Atkore Inc                                                                                                             | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      1051 | NS      | $136892.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                                                                | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32092.00     | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust 2019-G                                                                       | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22549 | PA      | $20813.37     | 0.00%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DATABRICKS SER H CVT                                                             | DATABRICKS SER H CVT                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       858 | NS      | $51480.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Royalty Pharma PLC                                                               | Royalty Pharma PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      1507 | NS      | $59059.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                                                   | Altice USA Inc                                                                                                         | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      4131 | NS      | $20241.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                                                                 | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6987.19      | 0.00%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                                                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2813 | NS      | $327348.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                                                       | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $62374.91     | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                        | Woodside Energy Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      4409 | NS      | $114529.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                      | FNB Corp/PA                                                                                                            | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     10656 | NS      | $152061.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                                       | Zalando SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     10408 | NS      | $482648.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TopBuild Corp                                                                                                          | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       390 | NS      | $78023.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                                      | Caleres Inc                                                                                                            | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      2470 | NS      | $64269.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      1250 | NS      | $27848.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitol Federal Financial Inc                                                    | Capitol Federal Financial Inc                                                                                          | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8887 | NS      | $74384.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                                                         | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90710.38     | 0.01%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp                                                                                                        | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       272 | NS      | $181138.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                           | CUSIP: 34061UEQ7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    145000 | PA      | $107672.85    | 0.02%             | 2050-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                              | Coinbase Global Inc                                                                                                    | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      1050 | NS      | $61404.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                                                          | Hudson Technologies Inc                                                                                                | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4260 | NS      | $43494.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | Hyundai Capital America                                                                                                | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45602.79     | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                                                            | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90521.80     | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                                        | Graco Inc                                                                                                              | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      1560 | NS      | $106579.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                                                           | Maxar Technologies Inc                                                                                                 | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      1130 | NS      | $58387.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                                                     | Reliance Steel & Aluminum Co                                                                                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       728 | NS      | $165583.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp                                                                       | Denso Corp                                                                                                             | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     11700 | NS      | $632136.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                                                       | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44405.66     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMware Inc                                                                                                             | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      1339 | NS      | $163987.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                                                       | Floor & Decor Holdings Inc                                                                                             | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      1733 | NS      | $157304.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust 2020-INV1                                                                          | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33586 | PA      | $29630.58     | 0.00%             | 2050-10-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                                                              | CUSIP: 072024WS7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    250000 | PA      | $226133.35    | 0.04%             | 2031-04-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts Inc                                                        | Park Hotels & Resorts Inc                                                                                              | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      3410 | NS      | $50161.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2150000 | PA      | $1739316.42   | 0.27%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FTI Consulting Inc                                                               | FTI Consulting Inc                                                                                                     | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       736 | NS      | $117406.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2812 | NS      | $204291.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      2410 | NS      | $92664.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                                                  | PacWest Bancorp                                                                                                        | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      3232 | NS      | $89397.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centra Health Inc                                                                | Centra Health Inc                                                                                                      | CUSIP: 15236AAA9<br>LEI: 549300Q8RNBDU210L043 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41037.32     | 0.01%             | 2048-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                                                       | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46754.64     | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Xencor Inc                                                                       | Xencor Inc                                                                                                             | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      2130 | NS      | $70119.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                                                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      7304 | NS      | $1277688.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                                                        | Argan Inc                                                                                                              | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      2738 | NS      | $106754.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                                            | Element Solutions Inc                                                                                                  | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      4720 | NS      | $96665.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance                                                                  | Teleperformance                                                                                                        | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      2260 | NS      | $628673.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                  | Hanover Insurance Group Inc/The                                                                                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       695 | NS      | $93533.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                                  | Danske Bank A/S                                                                                                        | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    245000 | PA      | $232611.47    | 0.04%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RenaissanceRe Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2189 | NS      | $428365.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                                                               | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71806.90     | 0.01%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                                                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       809 | NS      | $96271.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                                                    | Element Fleet Management Corp                                                                                          | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     63230 | NS      | $893407.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                                                             | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    113000 | PA      | $91101.07     | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Equity Commonwealth                                                              | Equity Commonwealth                                                                                                    | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |      1600 | NS      | $40832.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                                                         | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67576.34     | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CNTY FL WTR & SWR REVENUE                                                                                   | CUSIP: 59334DLS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $33097.52     | 0.01%             | 2042-10-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                                                    | Annaly Capital Management Inc                                                                                          | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      3987 | NS      | $93574.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA REXAHN PHARMACE                                                           | CONTRA REXAHN PHARMACE                                                                                                 | CUSIP: 761CVR034<br>LEI: N/A                  | N/A              | DE               |  | US        |       839 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                                                              | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    125000 | PA      | $108616.67    | 0.02%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73719.98     | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                            | Kirin Holdings Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     22000 | NS      | $338841.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                                   | Eaton Corp PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      8082 | NS      | $1310981.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1291 | NS      | $108366.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                                               | SEI Investments Co                                                                                                     | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      1890 | NS      | $117992.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                                                  | Mitsubishi Corp                                                                                                        | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     16100 | NS      | $539012.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent Inc                                                                    | Confluent Inc                                                                                                          | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      4200 | NS      | $97020.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                                                    | Timken Co/The                                                                                                          | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1660 | NS      | $136701.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $219910.94    | 0.03%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ASOS PLC                                                                         | ASOS PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |     14298 | NS      | $154812.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                               | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     70785 | NS      | $736593.27    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                                                                | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245923.68    | 0.04%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cadiz Inc                                                                        | Cadiz Inc                                                                                                              | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |     16072 | NS      | $64288.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7634 | NS      | $930355.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                                                 | Zillow Group Inc                                                                                                       | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       850 | NS      | $36516.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      4726 | NS      | $470973.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Brinker International Inc                                                        | Brinker International Inc                                                                                              | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1420 | NS      | $56033.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Donna McManus

**Name of Signer:** Donna McManus

**Title:** Assistant Treasurer