# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070704
**Filing Date:** 2023-3
**Character Count:** 374169
**Document Hash:** fa5ee293ed689dcd367847f9f3b3ac0f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070704.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070704

**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:** 23772238

**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 Franklin Tactical Opportunities Portfolio (Series ID: S000058430)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000191735 | Class 1      |  |
| C000191736 | 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 Franklin Tactical Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000058430

- **c. LEI of Series:** 5493007A5R0R4ZPE2B36

**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:** $82490850.07

**Total Liabilities:** $447770.87

**Net Assets:** $82043079.20

**Cash Not Reported:** $56465.39

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -7.67000000 | **1-Year:** -843.04000000 | **5-Year:** -1469.15000000 | **10-Year:** -2266.54000000 | **30-Year:** -2022.54000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191736 | 6.00%                | -3.05%               | 5.17%                |
| Class ID C000191735 | 6.01%                | -3.02%               | 5.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-84763.35               | $4387234.51                                |
| Month 2  | $-171540.57              | $-2279033.39                               |
| Month 3  | $75379.40                | $3773749.66                                |

**Designated Index Information**

- **Index Name:** 43%S&P5,5%R2,22%EAFE,30%GvCre

- **Index Identifier:** 43% SPX, 5% RU20INTR, 22% M1EA, 30% LUGCTRUU

### Schedule of Portfolio Investments

| Name                                                      | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                               | Honeywell International Inc                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1572 | NS      | $327730.56    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                               | Discover Financial Services                                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       154 | NS      | $17976.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                  | FMC Corp                                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        61 | NS      | $8120.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                     | Equity Bancshares Inc                                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       360 | NS      | $10746.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                   | Nexstar Media Group Inc                                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |        21 | NS      | $4300.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                        | Banco do Brasil SA                                         | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |      4500 | NS      | $36079.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                              | AdvanSix Inc                                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       500 | NS      | $21620.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                             | ModivCare Inc                                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       121 | NS      | $12978.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1183056.64   | 1.44%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HomeStreet Inc                                            | HomeStreet Inc                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $13261.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                               | Masonite International Corp                                | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |       355 | NS      | $32383.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                                  | Angi Inc                                                   | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      1916 | NS      | $5575.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO, Ltd.                                                | ZOZO, Ltd.                                                 | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |       700 | NS      | $18145.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1981 | NS      | $64719.27     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1265000 | PA      | $743335.75    | 0.91%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| First BanCorp/Puerto Rico                                 | First BanCorp/Puerto Rico                                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2113 | NS      | $28419.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV                                 | Playa Hotels & Resorts NV                                  | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |      1700 | NS      | $12886.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                          | A10 Networks Inc                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1565 | NS      | $24226.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Square Enix Holdings Co Ltd                               | Square Enix Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |       600 | NS      | $28346.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       232 | NS      | $7440.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lite-On Technology Corp                                   | Lite-On Technology Corp                                    | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |     27000 | NS      | $59953.92     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       111 | NS      | $96967.87     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       101 | NS      | $7941.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      3918 | NS      | $190689.06    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp                                             | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       811 | NS      | $27209.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $416676.56    | 0.51%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                     | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       652 | NS      | $32540.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1388 | NS      | $233142.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                                    | Penn Entertainment Inc                                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $4289.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       383 | NS      | $22731.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                           | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235956.95    | 0.29%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Couchbase Inc                                             | Couchbase Inc                                              | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |      1000 | NS      | $14790.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                      | TTM Technologies Inc                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       481 | NS      | $7561.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Lansdown PLC                                   | Hargreaves Lansdown PLC                                    | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |      2200 | NS      | $24242.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 2seventy bio Inc                                          | 2seventy bio Inc                                           | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $6800.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                            | PDC Energy Inc                                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       231 | NS      | $15645.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3219 | NS      | $596255.37    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                  | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     10440 | NS      | $49752.37     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       290 | NS      | $67744.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                                          | Seiko Epson Corp                                           | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |      1400 | NS      | $21112.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp                                      | Mercantile Bank Corp                                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       121 | NS      | $4153.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU Corp                                                | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      1900 | NS      | $61424.52     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp                                      | Hanmi Financial Corp                                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1225 | NS      | $28530.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                             | SoftBank Corp                                              | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      4900 | NS      | $56057.97     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       199 | NS      | $82203.35     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial Inc                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       153 | NS      | $6736.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                      | NetScout Systems Inc                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       301 | NS      | $9662.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2198 | NS      | $86425.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                              | Protagonist Therapeutics Inc                               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $9303.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                              | Navient Corp                                               | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       567 | NS      | $10755.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                                | Kforce Inc                                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       373 | NS      | $20936.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                            | Nature's Sunshine Products Inc                             | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $5079.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                                | Safety Insurance Group Inc                                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       158 | NS      | $13333.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                              | Comerica Inc                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        71 | NS      | $5205.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                       | Meritage Homes Corp                                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       284 | NS      | $30583.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                            | Kulicke & Soffa Industries Inc                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       362 | NS      | $18498.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioNTech SE                                               | BioNTech SE                                                | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |        90 | NS      | $12906.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies Inc                                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       152 | NS      | $64487.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       232 | NS      | $5349.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co Ltd                                      | Yakult Honsha Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |       500 | NS      | $35696.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                         | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211651.93    | 0.26%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ranger Oil Corp.                                          | Ranger Oil Corp.                                           | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |       400 | NS      | $16800.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        90 | NS      | $9733.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                               | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      1400 | NS      | $36315.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vector Group Ltd                                          | Vector Group Ltd                                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      1845 | NS      | $23892.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                          | DHT Holdings Inc                                           | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      1600 | NS      | $13712.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                               | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       703 | NS      | $51984.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AMN Healthcare Services Inc                               | AMN Healthcare Services Inc                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       163 | NS      | $15621.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                                   | Akebia Therapeutics Inc                                    | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |      2300 | NS      | $1449.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                                       | Yamaha Motor Co Ltd                                        | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      1700 | NS      | $41824.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| La Francaise des Jeux SAEM                                | La Francaise des Jeux SAEM                                 | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |       483 | NS      | $20648.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp                                             | EchoStar Corp                                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       532 | NS      | $9953.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyo Co Ltd                                             | Sankyo Co Ltd                                              | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |      1000 | NS      | $40331.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1237 | NS      | $168664.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp                                             | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       811 | NS      | $131073.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                      | Amkor Technology Inc                                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      1060 | NS      | $31015.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc                                            | Electromed Inc                                             | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $5189.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2041 | NS      | $133563.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                    | Jones Lang LaSalle Inc                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        30 | NS      | $5546.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                     | Jackson Financial Inc                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       600 | NS      | $26424.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       237 | NS      | $48393.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                 | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      1002 | NS      | $17673.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                              | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      7610 | NS      | $93281.86     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2530 | NS      | $413452.60    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       322 | NS      | $86102.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                                           | Atco Ltd/Canada                                            | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |      1700 | NS      | $54096.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       109 | NS      | $7219.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                          | Sensata Technologies Holding PLC                           | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |       936 | NS      | $47595.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                            | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      1895 | NS      | $20027.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1967 | NS      | $981906.73    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                   | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     10900 | NS      | $55553.77     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                     | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     12264 | NS      | $74200.22     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercept Pharmaceuticals Inc                             | Intercept Pharmaceuticals Inc                              | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |       284 | NS      | $5185.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                             | Goodyear Tire & Rubber Co/The                              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      1500 | NS      | $16875.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       113 | NS      | $5941.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                                | SeaWorld Entertainment Inc                                 | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       230 | NS      | $14349.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       320 | NS      | $211924.30    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       847 | NS      | $88291.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                                   | Caribou Biosciences Inc                                    | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       638 | NS      | $4599.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        37 | NS      | $16315.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                              | Veritiv Corp                                               | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       241 | NS      | $30134.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyondspring Inc                                          | Beyondspring Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       330 | NS      | $851.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1022 | NS      | $137694.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                               | StoneCo Ltd                                                | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |      1500 | NS      | $16740.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                               | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      1672 | NS      | $63944.27     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |        93 | NS      | $5150.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                | Coca-Cola Consolidated Inc                                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        43 | NS      | $21791.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                     | Carter Bankshares Inc                                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1084 | NS      | $18016.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove PLC                                             | Rightmove PLC                                              | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |      3121 | NS      | $22703.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       222 | NS      | $31086.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                  | Yelp Inc                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       700 | NS      | $22057.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       111 | NS      | $10763.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp                                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        49 | NS      | $992.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                    | Anika Therapeutics Inc                                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       220 | NS      | $6822.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                         | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      4100 | NS      | $30093.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TravelCenters of America Inc                              | TravelCenters of America Inc                               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |       200 | NS      | $9104.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       549 | NS      | $40971.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                                  | United States Steel Corp                                   | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       132 | NS      | $3760.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       252 | NS      | $24869.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                         | Marathon Oil Corp                                          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       393 | NS      | $10795.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        36 | NS      | $5463.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                                | eGain Corp                                                 | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $9360.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                                     | Solid Biosciences Inc                                      | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $2865.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                                       | Cannae Holdings Inc                                        | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |       600 | NS      | $14664.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                | Terex Corp                                                 | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       461 | NS      | $23497.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                         | Redwood Trust Inc                                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |      1419 | NS      | $11862.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd                                     | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |      6000 | NS      | $27102.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1588 | NS      | $234627.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services Inc                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        61 | NS      | $9040.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com Inc                                            | Kakaku.com Inc                                             | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       700 | NS      | $11682.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       709 | NS      | $20071.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1599 | NS      | $93125.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                      | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       475 | NS      | $60420.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                               | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       893 | NS      | $45622.34     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       710 | NS      | $227562.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                               | Japan Post Insurance Co Ltd                                | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      1600 | NS      | $28600.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                              | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      1083 | NS      | $97551.19     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                          | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |        83 | NS      | $20750.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       692 | NS      | $81446.43     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                 | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230626.58    | 0.28%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings Inc                                     | LiveRamp Holdings Inc                                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       483 | NS      | $12925.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                               | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      1000 | NS      | $18787.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nektar Therapeutics                                       | Nektar Therapeutics                                        | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      1500 | NS      | $4080.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau SA                                         | Remy Cointreau SA                                          | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |       150 | NS      | $28194.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1087 | NS      | $619948.71    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                                 | Consolidated Water Co Ltd                                  | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      1135 | NS      | $16627.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                                | Sprouts Farmers Market Inc                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       530 | NS      | $16933.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                   | ExlService Holdings Inc                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       241 | NS      | $41114.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                  | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       691 | NS      | $41191.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                 | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $325051.60    | 0.40%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                  | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      1200 | NS      | $23939.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                              | Ferguson PLC                                               | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |       276 | NS      | $38833.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Re Group Ltd                                      | Everest Re Group Ltd                                       | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        22 | NS      | $7693.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                               | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      1700 | NS      | $32303.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      5307 | NS      | $164145.51    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                  | Theravance Biopharma Inc                                   | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |       426 | NS      | $4605.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp                                                 | KT&G Corp                                                  | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |       851 | NS      | $63884.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       182 | NS      | $9682.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2392 | NS      | $163959.93    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                          | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      2500 | NS      | $44021.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       403 | NS      | $53296.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                    | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |      8919 | NS      | $22278.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       212 | NS      | $13642.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       421 | NS      | $48448.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd                                 | Treasury Wine Estates Ltd                                  | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |      6953 | NS      | $71602.85     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                            | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       300 | NS      | $26781.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2196 | NS      | $279616.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                  | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       932 | NS      | $116781.28    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                  | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      4629 | NS      | $135964.14    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Forestar Group Inc                                        | Forestar Group Inc                                         | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       993 | NS      | $14775.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Co-Diagnostics Inc                                        | Co-Diagnostics Inc                                         | CUSIP: 189763105<br>LEI: 549300Z1JPESYWFM1R93 | Long             | EC               | CORP              | US        |       963 | NS      | $3120.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                     | TFI International Inc                                      | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       200 | NS      | $22275.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        71 | NS      | $6862.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                                | Splunk Inc                                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      1598 | NS      | $153040.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                       | Berkeley Lights Inc                                        | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |      1500 | NS      | $3225.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       558 | NS      | $33647.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                              | Eagle Pharmaceuticals Inc/DE                               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       180 | NS      | $6109.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                   | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      1502 | NS      | $32595.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NextGen Healthcare Inc                                    | NextGen Healthcare Inc                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       709 | NS      | $13485.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                             | First American Financial Corp                              | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |        58 | NS      | $3588.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                                               | TrueCar Inc                                                | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      3265 | NS      | $10186.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                             | Golar LNG Ltd                                              | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |       993 | NS      | $23275.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      1000 | NS      | $18767.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Pharmaceuticals Inc                              | Spectrum Pharmaceuticals Inc                               | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |      2839 | NS      | $1987.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                                 | Olin Corp                                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |        77 | NS      | $4973.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                                                | ANDRITZ AG                                                 | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |       552 | NS      | $32982.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Community Bancorp Inc                            | New York Community Bancorp Inc                             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      1606 | NS      | $16043.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        30 | NS      | $7461.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                  | Alignment Healthcare Inc                                   | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $12350.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                    | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     10638 | NS      | $93951.21     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                           | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1913 | NS      | $264919.16    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Movado Group Inc                                          | Movado Group Inc                                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       360 | NS      | $12729.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                              | Walgreens Boots Alliance Inc                               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      1911 | NS      | $70439.46     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                               | Polaris Inc                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        31 | NS      | $3560.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       242 | NS      | $55052.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                      | Associated Banc-Corp                                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       722 | NS      | $16180.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       141 | NS      | $12124.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc                                   | CytomX Therapeutics Inc                                    | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |       679 | NS      | $1833.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                    | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      1244 | NS      | $80175.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                 | Amcor PLC                                                  | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      1089 | NS      | $13133.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                 | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      1544 | NS      | $77175.14     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $816801.56    | 1.00%             | 2024-02-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       227 | NS      | $37552.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                        | Capri Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |        71 | NS      | $4720.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                              | Bread Financial Holdings Inc                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       300 | NS      | $12309.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      3010 | NS      | $35198.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       220 | NS      | $51273.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                 | Prosperity Bancshares Inc                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $3868.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                    | Greenbrier Cos Inc/The                                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       121 | NS      | $3741.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217539.98    | 0.27%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Adaptive Biotechnologies Corp                             | Adaptive Biotechnologies Corp                              | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |       700 | NS      | $6489.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                  | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307535.77    | 0.37%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                     | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    265000 | PA      | $224540.82    | 0.27%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      7006 | NS      | $275686.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco S&P 500 Low Volatility ETF                        | Invesco S&P 500 Low Volatility ETF                         | CUSIP: 46138E354<br>LEI: 549300FATA6ZCF8G1744 | Long             | EC               | RF                | US        |      7889 | NS      | $503475.98    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries Inc                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1496 | NS      | $194988.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                                | Amdocs Ltd                                                 | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       750 | NS      | $68947.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                               | Invesco Ltd                                                | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       256 | NS      | $4738.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                   | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252269.66    | 0.31%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                      | Kaiser Aluminum Corp                                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $13565.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                     | Dexus                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      3679 | NS      | $21342.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       323 | NS      | $56260.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                                 | Vanda Pharmaceuticals Inc                                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       900 | NS      | $6912.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synlogic Inc                                              | Synlogic Inc                                               | CUSIP: 87166L100<br>LEI: 5493007C6UCNXL4HOI66 | Long             | EC               | CORP              | US        |      2981 | NS      | $2533.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                 | AGCO Corp                                                  | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        42 | NS      | $5801.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       232 | NS      | $7874.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                            | TD SYNNEX Corp                                             | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        53 | NS      | $5413.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz Inc                                                | Skillz Inc                                                 | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5434 | NS      | $4343.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      8300 | NS      | $87828.23     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                         | Herc Holdings Inc                                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       181 | NS      | $28112.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                               | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      1835 | NS      | $82551.02     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       415 | NS      | $12284.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amorepacific Corp                                         | Amorepacific Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       250 | NS      | $29812.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       676 | NS      | $28520.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                                         | Levi Strauss & Co                                          | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |        54 | NS      | $993.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       202 | NS      | $34142.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                    | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      1100 | NS      | $59549.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                  | Winnebago Industries Inc                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       200 | NS      | $12736.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                 | Lear Corp                                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        33 | NS      | $4810.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      1672 | NS      | $49701.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                       | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       130 | NS      | $44064.47     | 0.05%             |  |  |  | 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        |       601 | NS      | $8035.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                              | Graphic Packaging Holding Co                               | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $4143.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                            | AnaptysBio Inc                                             | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       200 | NS      | $4978.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       818 | NS      | $42952.01     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust                                         | RLJ Lodging Trust                                          | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |       963 | NS      | $12104.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                                 | Alcon Inc                                                  | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      3262 | NS      | $245335.02    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                                | Vivendi SE                                                 | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |      3000 | NS      | $32257.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Exponent Inc                                              | Exponent Inc                                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       121 | NS      | $12407.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                                | Amalgamated Financial Corp                                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $13792.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                                 | FleetCor Technologies Inc                                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        40 | NS      | $8352.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                          | Hope Bancorp Inc                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      1400 | NS      | $18046.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                | Qualys Inc                                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       182 | NS      | $20995.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                  | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |      3725 | NS      | $62.83        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       747 | NS      | $36894.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                   | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       351 | NS      | $28782.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alector Inc                                               | Alector Inc                                                | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |       339 | NS      | $2989.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                                 | Agios Pharmaceuticals Inc                                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       320 | NS      | $9433.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       813 | NS      | $12333.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                        | Enphase Energy Inc                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       229 | NS      | $50696.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                      | Coterra Energy, Inc.                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2000 | NS      | $50060.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1028 | NS      | $175808.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd                              | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |       700 | NS      | $37151.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co                                   | Modine Manufacturing Co                                    | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      1135 | NS      | $27115.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       441 | NS      | $78149.61     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       685 | NS      | $121012.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                                  | AvidXchange Holdings Inc                                   | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $13344.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                  | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       299 | NS      | $39503.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       673 | NS      | $123381.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                         | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       100 | NS      | $35092.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Assembly Biosciences Inc                                  | Assembly Biosciences Inc                                   | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |      3100 | NS      | $5394.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      1703 | NS      | $24046.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3221 | NS      | $262479.29    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       319 | NS      | $24320.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies Inc                                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       130 | NS      | $5280.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2416 | NS      | $238797.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                      | Tri Pointe Homes Inc                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       843 | NS      | $18621.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                              | Precigen Inc                                               | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |      1205 | NS      | $1952.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                      | JELD-WEN Holding Inc                                       | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |       601 | NS      | $7602.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                    | Synovus Financial Corp                                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |        40 | NS      | $1678.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       800 | NS      | $221664.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                          | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      3698 | NS      | $65528.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                        | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $248127.88    | 0.30%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co Ltd                            | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      1231 | NS      | $120674.13    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     63164 | NS      | $41188.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                 | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       111 | NS      | $43419.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4510 | NS      | $1038247.10   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       898 | NS      | $14484.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       780 | NS      | $38015.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings Inc                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        91 | NS      | $8022.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Outotec Oyj                                         | Metso Outotec Oyj                                          | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      3500 | NS      | $40107.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       530 | NS      | $44130.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                  | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |     13379 | NS      | $42083.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp                                      | Range Resources Corp                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       132 | NS      | $3302.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       877 | NS      | $274091.76    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| USANA Health Sciences Inc                                 | USANA Health Sciences Inc                                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       121 | NS      | $7071.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perion Network Ltd                                        | Perion Network Ltd                                         | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |       722 | NS      | $24187.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamigumi Co Ltd                                           | Kamigumi Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $28632.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1901 | NS      | $314596.49    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                       | Eastman Chemical Co                                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        66 | NS      | $5819.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       567 | NS      | $374696.28    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                           | Marcus Corp/The                                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       750 | NS      | $11355.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                | Cheesecake Factory Inc/The                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       383 | NS      | $15032.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc                                              | Verastem Inc                                               | CUSIP: 92337C104<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |      5000 | NS      | $3234.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       383 | NS      | $31731.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      1000 | NS      | $19178.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       171 | NS      | $85498.29     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       182 | NS      | $18636.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      2400 | NS      | $50139.91     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluebird Bio Inc                                          | Bluebird Bio Inc                                           | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $7620.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                         | Nippon Telegraph & Telephone Corp                          | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      2600 | NS      | $77855.37     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                        | J M Smucker Co/The                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       421 | NS      | $64328.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                | Iridium Communications Inc                                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       489 | NS      | $29261.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        77 | NS      | $7610.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc                      | Innovative Industrial Properties Inc                       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |       114 | NS      | $10234.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       178 | NS      | $15220.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TWDC Enterprises 18 Corp                                  | TWDC Enterprises 18 Corp                                   | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    440000 | PA      | $422839.41    | 0.52%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc                        | Frontier Communications Parent Inc                         | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $4086.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                               | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      1557 | NS      | $30361.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       379 | NS      | $28205.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        61 | NS      | $17744.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                              | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       400 | NS      | $23920.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                    | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |      2597 | NS      | $30294.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                   | CUSIP: 072730302<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      2382 | NS      | $37111.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       282 | NS      | $30083.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       192 | NS      | $13228.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1782 | NS      | $253721.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                          | LendingClub Corp                                           | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |       993 | NS      | $9622.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                | DiamondRock Hospitality Co                                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |      2500 | NS      | $24075.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co Ltd                                              | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      3000 | NS      | $86332.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                           | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1953 | NS      | $121334.67    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                  | Patterson-UTI Energy Inc                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      1100 | NS      | $18480.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                             | Barrett Business Services Inc                              | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       171 | NS      | $16993.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       197 | NS      | $17992.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       165 | NS      | $76437.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                 | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      2172 | NS      | $38514.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     13561 | NS      | $51595.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       504 | NS      | $104958.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                    | Arbutus Biopharma Corp                                     | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |      1277 | NS      | $3843.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                              | Ironwood Pharmaceuticals Inc                               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       600 | NS      | $6912.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                   | Darling Ingredients Inc                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       400 | NS      | $26516.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc                                         | PDL BioPharma Inc                                          | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |      3800 | NS      | $4788.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                | ACADIA Pharmaceuticals Inc                                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       700 | NS      | $13321.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eutelsat Communications SA                                | Eutelsat Communications SA                                 | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |      5223 | NS      | $39937.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        80 | NS      | $19963.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       851 | NS      | $154396.93    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                                 | Ambac Financial Group Inc                                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       970 | NS      | $16160.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                   | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       700 | NS      | $28542.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd                                         | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       600 | NS      | $25956.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                         | Ralph Lauren Corp                                          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        23 | NS      | $2848.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $351312.50    | 0.43%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                           | Sealed Air Corp                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       101 | NS      | $5530.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7190 | NS      | $1781753.90   | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                       | Addus HomeCare Corp                                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       156 | NS      | $16773.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iterum Therapeutics plc                                   | Iterum Therapeutics plc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       596 | NS      | $828.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Pharmaceuticals Inc                              | Infinity Pharmaceuticals Inc                               | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |      4968 | NS      | $3083.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aravive Inc                                               | Aravive Inc                                                | CUSIP: 03890D108<br>LEI: 5493002Z0KHRW71RNC19 | Long             | EC               | CORP              | US        |      1300 | NS      | $2171.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                              | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      3320 | NS      | $103676.85    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY Biotechnology Inc                                   | UNITY Biotechnology Inc                                    | CUSIP: 91381U200<br>LEI: 549300WDOM0RU3CUO763 | Long             | EC               | CORP              | US        |       567 | NS      | $2619.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                             | Insperity Inc                                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       284 | NS      | $31396.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       570 | NS      | $143765.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                  | Independent Bank Corp/MI                                   | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $3148.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                             | Ingredion Inc                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        37 | NS      | $3803.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       883 | NS      | $197253.37    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        61 | NS      | $8704.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                             | Service Corp International/US                              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       121 | NS      | $8972.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                     | CRA International Inc                                      | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $14379.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd                                     | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      1100 | NS      | $30572.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       663 | NS      | $71305.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       475 | NS      | $52957.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp                                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       511 | NS      | $33107.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                 | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      1800 | NS      | $42251.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rinnai Corp                                               | Rinnai Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $23684.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GoPro Inc                                                 | GoPro Inc                                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       782 | NS      | $4809.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                               | Moderna Inc                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       217 | NS      | $38205.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                  | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       500 | NS      | $26775.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kellogg Co                                                | Kellogg Co                                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       900 | NS      | $61722.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1335 | NS      | $338836.35    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      3000 | NS      | $34125.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                         | Huntington Ingalls Industries Inc                          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        22 | NS      | $4851.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                               | United States Cellular Corp                                | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |       114 | NS      | $2788.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Goldcorp Corp.                                    | Newmont Goldcorp Corp.                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       188 | NS      | $9950.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $944267.57    | 1.15%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                             | Amphastar Pharmaceuticals Inc                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       362 | NS      | $10954.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        91 | NS      | $4837.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                                | Pinnacle West Capital Corp                                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        64 | NS      | $4771.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309560.74    | 0.38%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Grid Dynamics Holdings Inc                                | Grid Dynamics Holdings Inc                                 | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $7537.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2757 | NS      | $538635.09    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       125 | NS      | $11090.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2304 | NS      | $400942.08    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        37 | NS      | $4992.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surface Oncology Inc                                      | Surface Oncology Inc                                       | CUSIP: 86877M209<br>LEI: 549300FCSG6MNIMFH738 | Long             | EC               | CORP              | US        |      2413 | NS      | $2254.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                               | Adobe, Inc.                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       934 | NS      | $345897.56    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       524 | NS      | $10055.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        15 | NC      | $28672.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                  | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      1973 | NS      | $51216.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STAAR Surgical Co                                         | STAAR Surgical Co                                          | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |        85 | NS      | $5996.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                    | Marcus & Millichap Inc                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       301 | NS      | $10908.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                    | American Vanguard Corp                                     | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       426 | NS      | $9623.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      1350 | NS      | $42084.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                          | SBI Holdings Inc                                           | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      1100 | NS      | $23305.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1726 | NS      | $267063.98    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                    | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      2943 | NS      | $51393.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       101 | NS      | $10936.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                        | Avanos Medical Inc                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       426 | NS      | $13052.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                  | Simply Good Foods Co/The                                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $15463.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      1803 | NS      | $37506.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co Ltd                                              | Amada Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |      3600 | NS      | $32335.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2225 | NS      | $222210.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                                | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |      1100 | NS      | $20568.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                         | UWM Holdings Corp                                          | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $210.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                                   | Meridian Bioscience Inc                                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |       451 | NS      | $15334.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                     | Helmerich & Payne Inc                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       400 | NS      | $19376.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                                | Cigna Corp                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       182 | NS      | $57633.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                          | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      2186 | NS      | $59298.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       660 | NS      | $101762.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                 | Stockland                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     10484 | NS      | $29243.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                           | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $242926.62    | 0.30%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       575 | NS      | $92189.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                              | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   2869583 | NS      | $2869582.89   | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                           | Alpha & Omega Semiconductor Ltd                            | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       361 | NS      | $11898.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       149 | NS      | $10450.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Bill                                | CUSIP: 912796CU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1300000 | PA      | $1287598.55   | 1.57%             | 2023-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                | Enanta Pharmaceuticals Inc                                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       150 | NS      | $8007.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1502 | NS      | $132506.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                    | Patrick Industries Inc                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       200 | NS      | $14194.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Direct Line Insurance Group PLC                           | Direct Line Insurance Group PLC                            | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |     24094 | NS      | $52751.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TrueBlue Inc                                              | TrueBlue Inc                                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $9442.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                  | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       289 | NS      | $46322.02     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                        | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       133 | NS      | $33118.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                   | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    245000 | PA      | $237392.27    | 0.29%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group Inc                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       181 | NS      | $26833.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                       | Sutro Biopharma Inc                                        | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |       851 | NS      | $6161.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                          | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      1000 | NS      | $28576.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       877 | NS      | $95145.73     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                  | Hersha Hospitality Trust                                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |      2800 | NS      | $25760.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                    | First Internet Bancorp                                     | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       241 | NS      | $6335.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyclerion Therapeutics Inc                                | Cyclerion Therapeutics Inc                                 | CUSIP: 23255M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3133 | NS      | $2101.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                       | Signet Jewelers Ltd                                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       270 | NS      | $20738.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods Inc                                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       214 | NS      | $27982.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd                                | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      3000 | NS      | $42662.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1208 | NS      | $211291.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group Inc                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       141 | NS      | $13049.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2044 | NS      | $294070.28    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $833417.58    | 1.02%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                           | Mitsui & Co Ltd                                            | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      2500 | NS      | $73871.80     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Varonis Systems Inc                                       | Varonis Systems Inc                                        | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |       241 | NS      | $6227.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                                   | Jounce Therapeutics Inc                                    | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |       843 | NS      | $986.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcos Dorados Holdings Inc                                | Arcos Dorados Holdings Inc                                 | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |      1800 | NS      | $15300.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                          | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      2203 | NS      | $52523.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Box Inc                                                   | Box Inc                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       650 | NS      | $20793.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2628 | NS      | $161148.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                        | BOK Financial Corp                                         | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |        38 | NS      | $3819.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                   | NOW Inc                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2555 | NS      | $35872.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co Ltd                                     | Japan Airlines Co Ltd                                      | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |      1867 | NS      | $39591.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG/The                                        | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       414 | NS      | $27199.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                        | NGK Insulators Ltd                                         | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |      3100 | NS      | $42818.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntsman Corp                                             | Huntsman Corp                                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |        50 | NS      | $1584.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                     | Cara Therapeutics Inc                                      | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       426 | NS      | $4975.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       736 | NS      | $80452.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4904 | NS      | $568913.04    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                   | Flushing Financial Corp                                    | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $11533.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2126 | NS      | $73580.86     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pola Orbis Holdings Inc                                   | Pola Orbis Holdings Inc                                    | CUSIP: 000000000<br>LEI: 353800E8OIV0XYBABS79 | Long             | EC               | CORP              | JP        |       900 | NS      | $12976.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inovio Pharmaceuticals Inc                                | Inovio Pharmaceuticals Inc                                 | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |      2400 | NS      | $3984.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                  | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1245 | NS      | $151929.15    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan International Inc                                   | Titan International Inc                                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      2181 | NS      | $36400.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                               | Applied Optoelectronics Inc                                | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      3163 | NS      | $7559.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                              | Sanmina Corp                                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       241 | NS      | $14684.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                              | SM Energy Co                                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       851 | NS      | $27972.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamada Holdings Co Ltd                                    | Yamada Holdings Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |      6000 | NS      | $21776.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $837521.48    | 1.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                             | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      5851 | NS      | $40880.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc                                     | BlueLinx Holdings Inc                                      | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       361 | NS      | $31342.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      2705 | NS      | $35931.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 2U Inc                                                    | 2U Inc                                                     | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |      1400 | NS      | $12082.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       141 | NS      | $17010.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mustang Bio Inc                                           | Mustang Bio Inc                                            | CUSIP: 62818Q104<br>LEI: 5493004W0VC1DPECQ779 | Long             | EC               | CORP              | US        |      1500 | NS      | $1016.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                      | Manitowoc Co Inc/The                                       | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       963 | NS      | $13193.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                  | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      2996 | NS      | $69782.81     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                          | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       468 | NS      | $51005.81     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                         | Brunswick Corp/DE                                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |        50 | NS      | $4216.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                 | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        40 | NS      | $22866.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tronox Holdings PLC                                       | Tronox Holdings PLC                                        | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |       993 | NS      | $17029.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd                                    | WaVe Life Sciences Ltd                                     | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |       800 | NS      | $3944.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orron Energy ab                                           | Orron Energy ab                                            | CUSIP: 000000000<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |     15000 | NS      | $27844.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                    | Samsung Fire & Marine Insurance Co Ltd                     | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |       301 | NS      | $49720.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group Inc/OH                            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        40 | NS      | $5703.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                              | Portland General Electric Co                               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       709 | NS      | $33734.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                                   | Activision Blizzard Inc                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      1207 | NS      | $92419.99     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Syros Pharmaceuticals Inc                                 | Syros Pharmaceuticals Inc                                  | CUSIP: 87184Q206<br>LEI: 549300512PURS7IGVT96 | Long             | EC               | CORP              | US        |       227 | NS      | $1159.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T2 Biosystems Inc                                         | T2 Biosystems Inc                                          | CUSIP: 000000000<br>LEI: 54930027RQTU9CHLKL88 | Long             | EC               | CORP              | US        |       120 | NS      | $190.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaunos Therapeutics Inc                                  | Alaunos Therapeutics Inc                                   | CUSIP: 98973P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7098 | NS      | $5242.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision BioSciences Inc                                 | Precision BioSciences Inc                                  | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |      3123 | NS      | $3622.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc                                  | Hana Financial Group Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       600 | NS      | $23888.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                           | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      4831 | NS      | $149471.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                  | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     10368 | NS      | $18714.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        29 | NS      | $7274.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptevo Therapeutics Inc                                   | Aptevo Therapeutics Inc                                    | CUSIP: 03835L207<br>LEI: 529900UTQOXOZBMZFN24 | Long             | EC               | CORP              | US        |       709 | NS      | $1630.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                              | Inseego Corp                                               | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      4000 | NS      | $4640.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4127 | NS      | $337836.22    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                           | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       500 | NS      | $32357.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      3500 | NS      | $49791.57     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NETGEAR Inc                                               | NETGEAR Inc                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       600 | NS      | $11982.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                  | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       990 | NS      | $20916.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeglea BioTherapeutics Inc                                | Aeglea BioTherapeutics Inc                                 | CUSIP: 00773J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $650.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                         | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      4797 | NS      | $46016.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                  | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      1588 | NS      | $26068.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RLI Corp                                                  | RLI Corp                                                   | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       100 | NS      | $13245.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2837 | NS      | $295274.96    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1424 | NS      | $443604.48    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                | Vishay Intertechnology Inc                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |       241 | NS      | $5516.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                          | Skechers USA Inc                                           | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |        74 | NS      | $3563.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                              | Northwest Natural Holding Co                               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       241 | NS      | $12083.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                               | Markel Corp                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         6 | NS      | $8453.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       559 | NS      | $46272.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                              | Nissin Foods Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |       400 | NS      | $31267.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $211599.61    | 0.26%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       250 | NS      | $56150.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                          | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       300 | NS      | $60767.08     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       900 | NS      | $28889.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                            | Shinhan Financial Group Co Ltd                             | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |       700 | NS      | $23716.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lakeland Industries Inc                                   | Lakeland Industries Inc                                    | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |       481 | NS      | $6964.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                       | PayPal Holdings Inc                                        | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233892.63    | 0.29%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       987 | NS      | $349259.82    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                            | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       484 | NS      | $63325.73     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                   | Pebblebrook Hotel Trust                                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |       800 | NS      | $13120.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     13000 | NS      | $44413.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sio Gene Therapies Inc                                    | Sio Gene Therapies Inc                                     | CUSIP: 829399104<br>LEI: 529900F0GBLJ6D003G43 | Long             | EC               | CORP              | US        |      2122 | NS      | $946.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirose Electric Co Ltd                                    | Hirose Electric Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $25961.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       852 | NS      | $209327.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                  | Turning Point Brands Inc                                   | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       241 | NS      | $5593.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                               | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      1002 | NS      | $50806.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                      | Cracker Barrel Old Country Store Inc                       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |        66 | NS      | $7364.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                           | OGE Energy Corp                                            | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       113 | NS      | $4443.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                        | Compass Minerals International Inc                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       400 | NS      | $18664.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcrest Mining Ltd                                       | Newcrest Mining Ltd                                        | CUSIP: 000000000<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |      1800 | NS      | $28833.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dycom Industries Inc                                      | Dycom Industries Inc                                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       181 | NS      | $17261.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                          | Essent Group Ltd                                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       300 | NS      | $13209.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd                                        | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      1603 | NS      | $21932.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX COS INC                                               | TJX Cos Inc/The                                            | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209421.71    | 0.26%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc                                  | Axcelis Technologies Inc                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       200 | NS      | $21990.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                             | National Health Investors Inc                              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       300 | NS      | $17649.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       644 | NS      | $99710.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      7575 | NS      | $154302.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                              | Cargurus Inc                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       361 | NS      | $6371.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       500 | NS      | $74472.73     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       145 | NS      | $84826.45     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                             | Academy Sports & Outdoors Inc                              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $35110.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       614 | NS      | $154973.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                                | Japan Post Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     13400 | NS      | $117466.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Northwest Inc                             | First Financial Northwest Inc                              | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |       938 | NS      | $14116.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     11476 | NS      | $407168.48    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                         | DXC Technology Co                                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       129 | NS      | $3706.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                       | ADTRAN Holdings Inc                                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      1000 | NS      | $18870.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                | Unum Group                                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       112 | NS      | $4707.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc                                   | InfuSystem Holdings Inc                                    | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |       361 | NS      | $3617.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                   | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204680.77    | 0.25%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                 | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249985.62    | 0.30%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                      | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      5395 | NS      | $10875.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                          | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      2800 | NS      | $40624.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      1530 | NS      | $154988.82    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                      | SandRidge Energy Inc                                       | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      1565 | NS      | $24742.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                    | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    265000 | PA      | $225967.22    | 0.28%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                              | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |       169 | NS      | $23348.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Pro Tech Ltd                                        | Alpha Pro Tech Ltd                                         | CUSIP: 020772109<br>LEI: 529900Z93O5JUM52Q856 | Long             | EC               | CORP              | US        |       567 | NS      | $2347.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       921 | NS      | $159535.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                    | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |       998 | NS      | $24633.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Financial Corp/WA                                | Heritage Financial Corp/WA                                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       284 | NS      | $8102.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2661 | NS      | $132517.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                               | Heartland Financial USA Inc                                | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |       121 | NS      | $5985.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                 | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      8410 | NS      | $92684.09     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                         | Japan Tobacco Inc                                          | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      1300 | NS      | $26468.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                          | NMI Holdings Inc                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       603 | NS      | $14007.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                  | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      7000 | NS      | $39391.71     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                              | Inchcape PLC                                               | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |      2918 | NS      | $32866.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      2806 | NS      | $40500.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1026 | NS      | $332598.42    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                       | Titan Machinery Inc                                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       650 | NS      | $28561.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       131 | NS      | $7077.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      4983 | NS      | $140819.58    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                       | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355143.12    | 0.43%             | 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        |        88 | NS      | $5200.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                      | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      3045 | NS      | $23632.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp                         | Stewart Information Services Corp                          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       241 | NS      | $11512.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP Swiss Property AG                                     | PSP Swiss Property AG                                      | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |       199 | NS      | $24828.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                              | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      1107 | NS      | $86541.22     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                 | Ono Pharmaceutical Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      1600 | NS      | $34747.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                         | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      2400 | NS      | $59529.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                | Evergy Inc                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       125 | NS      | $7831.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       268 | NS      | $9966.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                               | Genesco Inc                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       213 | NS      | $10285.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       665 | NS      | $40030.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Innovations Inc                             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        72 | NS      | $4644.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                              | Canadian Pacific Railway Ltd                               | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1351 | NS      | $106593.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                              | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      3409 | NS      | $101592.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE Inc                                                    | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       500 | NS      | $23636.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                      | Rush Enterprises Inc                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       497 | NS      | $26743.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                         | GEO Group Inc/The                                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |      1565 | NS      | $17997.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                          | Radian Group Inc                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      1419 | NS      | $31359.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                              | Covenant Logistics Group Inc                               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       709 | NS      | $23510.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       132 | NS      | $6240.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                            | AutoNation Inc                                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $6336.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                         | International Game Technology PLC                          | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |       738 | NS      | $19520.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                      | Ensign Group Inc/The                                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       360 | NS      | $33570.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                     | East West Bancorp Inc                                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $6046.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                           | Pinnacle Financial Partners Inc                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |        20 | NS      | $1574.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210583.65    | 0.26%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Vistry Group PLC                                          | Vistry Group PLC                                           | CUSIP: 000000000<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |      2165 | NS      | $19929.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                        | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       509 | NS      | $64144.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                 | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       345 | NS      | $30836.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                               | Vaxcyte Inc                                                | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |        50 | NS      | $2267.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       142 | NS      | $27528.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Cycle & Carriage Ltd                              | Jardine Cycle & Carriage Ltd                               | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |      3700 | NS      | $82057.53     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       247 | NS      | $9072.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                         | PNM Resources Inc                                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       468 | NS      | $23156.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      2713 | NS      | $36652.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                           | Murphy Oil Corp                                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       900 | NS      | $39249.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                  | AAR Corp                                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       361 | NS      | $18569.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pieris Pharmaceuticals Inc                                | Pieris Pharmaceuticals Inc                                 | CUSIP: 720795103<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |       488 | NS      | $780.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                    | Werner Enterprises Inc                                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       542 | NS      | $25457.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                             | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      4459 | NS      | $50784.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                    | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       712 | NS      | $40576.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                        | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    360000 | PA      | $341203.62    | 0.42%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        73 | NS      | $23798.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                                     | IG Group Holdings PLC                                      | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |      8695 | NS      | $85528.58     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| iRadimed Corp                                             | iRadimed Corp                                              | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       142 | NS      | $5310.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                                 | Rigel Pharmaceuticals Inc                                  | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      3500 | NS      | $5740.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                       | Cal-Maine Foods Inc                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       200 | NS      | $11444.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                         | Prothena Corp PLC                                          | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |        65 | NS      | $3675.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corp                                      | Acacia Research Corp                                       | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |      2500 | NS      | $10900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5394 | NS      | $98710.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                          | Piedmont Office Realty Trust Inc                           | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |       993 | NS      | $10525.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp                                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        86 | NS      | $9730.90      | 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        |       191 | NS      | $69869.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                  | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       800 | NS      | $46834.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MacroGenics Inc                                           | MacroGenics Inc                                            | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      1300 | NS      | $7501.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co Ltd                                         | PetroChina Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     86000 | NS      | $45954.39     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Selecta Biosciences Inc                                   | Selecta Biosciences Inc                                    | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |      1528 | NS      | $2704.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                   | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       239 | NS      | $25096.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       780 | NS      | $34803.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                                | Macy's Inc                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       774 | NS      | $18289.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Spark Plug Co Ltd                                     | NGK Spark Plug Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      2600 | NS      | $50757.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                             | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    245000 | PA      | $237940.34    | 0.29%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                    | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        36 | NS      | $7598.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                            | BAWAG Group AG                                             | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |       981 | NS      | $60654.95     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Photronics Inc                                            | Photronics Inc                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1205 | NS      | $21834.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       600 | NS      | $26108.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                      | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      1070 | NS      | $68563.30     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1136 | NS      | $268766.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                 | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    365000 | PA      | $248207.92    | 0.30%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1925 | NS      | $206148.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $490210.54    | 0.60%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Icosavax Inc                                              | Icosavax Inc                                               | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       567 | NS      | $5981.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1717 | NS      | $71804.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      3344 | NS      | $65167.53     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreCivic Inc                                             | CoreCivic Inc                                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      1561 | NS      | $16609.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                  | APA Corp                                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       182 | NS      | $8068.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                               | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       179 | NS      | $25325.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                             | Deciphera Pharmaceuticals Inc                              | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |       500 | NS      | $8505.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       768 | NS      | $80327.23     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hibbett Inc                                               | Hibbett Inc                                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       326 | NS      | $21633.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       484 | NS      | $35341.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                | Apple Hospitality REIT Inc                                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      1419 | NS      | $25158.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $908437.50    | 1.11%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       373 | NS      | $27415.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                              | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      8919 | NS      | $33910.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                         | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      2150 | NS      | $65393.36     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       171 | NS      | $14078.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       420 | NS      | $43029.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                                 | Zuora Inc                                                  | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |       722 | NS      | $5718.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                 | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       319 | NS      | $76101.63     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| iTeos Therapeutics Inc                                    | iTeos Therapeutics Inc                                     | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $2967.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1800 | NS      | $268146.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      8078 | NS      | $356724.48    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                  | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       500 | NS      | $55057.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gannett Co Inc                                            | Gannett Co Inc                                             | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      1565 | NS      | $3536.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                   | Perdoceo Education Corp                                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       426 | NS      | $6377.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                               | Ardelyx Inc                                                | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |      8375 | NS      | $24538.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |       200 | NS      | $29998.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shockwave Medical Inc                                     | Shockwave Medical Inc                                      | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       156 | NS      | $29317.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                 | Avnet Inc                                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       200 | NS      | $9176.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                        | Outfront Media Inc                                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |       851 | NS      | $16934.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      4009 | NS      | $85360.95     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4459 | NS      | $185360.63    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                              | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      1339 | NS      | $46938.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1808 | NS      | $159935.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     14564 | NS      | $121977.59    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       124 | NS      | $5705.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                              | ArcBest Corp                                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       241 | NS      | $20111.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                     | Clearwater Paper Corp                                      | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       426 | NS      | $16447.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                                      | Umpqua Holdings Corp                                       | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |       709 | NS      | $12903.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5926 | NS      | $591711.10    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        81 | NS      | $5651.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                               | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217488.24    | 0.27%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                          | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       700 | NS      | $90052.23     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        42 | NS      | $5075.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      4753 | NS      | $73305.03     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Arlo Technologies Inc                                     | Arlo Technologies Inc                                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1900 | NS      | $7125.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                      | Fulgent Genetics Inc                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       121 | NS      | $4087.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Homology Medicines Inc                                    | Homology Medicines Inc                                     | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |      1845 | NS      | $2896.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHILLION PHARMACE                                        | ACHILLION PHARMACE                                         | CUSIP: 004CVR031<br>LEI: 529900LZPJ796VSWZM38 | N/A              | DE               |  | US        |      1296 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Washington Federal Inc                                    | Washington Federal Inc                                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $15957.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                            | Central Pacific Financial Corp                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       426 | NS      | $9627.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                                         | Nippon Steel Corp                                          | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      1800 | NS      | $37464.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RE/MAX Holdings Inc                                       | RE/MAX Holdings Inc                                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       520 | NS      | $11861.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                       | Bloomin' Brands Inc                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1200 | NS      | $29100.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                      | Hancock Whitney Corp                                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       301 | NS      | $15495.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                                | GrafTech International Ltd                                 | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |      1135 | NS      | $7422.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI USA Quality Factor ETF                       | iShares MSCI USA Quality Factor ETF                        | CUSIP: 46432F339<br>LEI: 5493007KMK0CQLE2O168 | Long             | EC               | RF                | US        |      4553 | NS      | $555966.83    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                         | Flowers Foods Inc                                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      2389 | NS      | $66151.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       705 | NS      | $90571.35     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp SA                                      | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      3077 | NS      | $54535.07     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System Inc                                       | Landstar System Inc                                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |        19 | NS      | $3283.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                                  | Sangamo Therapeutics Inc                                   | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      1000 | NS      | $3490.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                             | American Public Education Inc                              | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       700 | NS      | $8477.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                 | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        69 | NS      | $10476.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1047 | NS      | $80880.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                    | AmerisourceBergen Corp                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       571 | NS      | $96476.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                          | Boyd Gaming Corp                                           | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |        58 | NS      | $3613.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                                    | Puma Biotechnology Inc                                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $3659.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                               | Penske Automotive Group Inc                                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        50 | NS      | $6391.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                                       | SoftBank Group Corp                                        | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |       700 | NS      | $33364.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stratasys Ltd                                             | Stratasys Ltd                                              | CUSIP: 000000000<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | IL        |       553 | NS      | $7924.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      1645 | NS      | $102034.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Heron Therapeutics Inc                                    | Heron Therapeutics Inc                                     | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      1100 | NS      | $2981.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                    | Advance Auto Parts Inc                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       891 | NS      | $135681.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    770000 | PA      | $756855.86    | 0.92%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Red Robin Gourmet Burgers Inc                             | Red Robin Gourmet Burgers Inc                              | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |       100 | NS      | $894.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                               | Unitil Corp                                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $10434.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                       | Mr Cooper Group Inc                                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       426 | NS      | $19591.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       408 | NS      | $18576.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       368 | NS      | $23272.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                               | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       184 | NS      | $17790.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                      | Hermes International                                       | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        50 | NS      | $93704.90     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                    | Sanofi                                                     | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1699 | NS      | $166955.11    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                          | Isuzu Motors Ltd                                           | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      2200 | NS      | $27788.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                    | Skyworks Solutions Inc                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        90 | NS      | $9870.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2227 | NS      | $100304.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                  | LKQ Corp                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       212 | NS      | $12499.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $317128.91    | 0.39%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BGC Partners Inc                                          | BGC Partners Inc                                           | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |      4000 | NS      | $17400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1520 | NS      | $241132.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                  | Domo Inc                                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       121 | NS      | $1876.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                                      | Beazer Homes USA Inc                                       | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      1561 | NS      | $25553.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324175.03    | 0.40%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                           | Concentrix Corp                                            | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $4112.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GlycoMimetics Inc                                         | GlycoMimetics Inc                                          | CUSIP: 38000Q102<br>LEI: 549300TZ84FFU2J2J459 | Long             | EC               | CORP              | US        |      4542 | NS      | $13217.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                   | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242553.47    | 0.30%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       297 | NS      | $26795.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assertio Holdings Inc                                     | Assertio Holdings Inc                                      | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1703 | NS      | $6999.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     57264 | NS      | $131327.41    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                  | TOTO Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $31094.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp                                             | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       500 | NS      | $16771.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                         | Owens & Minor Inc                                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       446 | NS      | $8804.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    340000 | PA      | $325800.52    | 0.40%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RAPT Therapeutics Inc                                     | RAPT Therapeutics Inc                                      | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       241 | NS      | $7001.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                     | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        13 | NS      | $28273.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearside Biomedical Inc                                  | Clearside Biomedical Inc                                   | CUSIP: 185063104<br>LEI: 529900GQSUZO5HQ9DS29 | Long             | EC               | CORP              | US        |      2289 | NS      | $3227.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645000 | PA      | $1543793.94   | 1.88%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                            | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      5513 | NS      | $44666.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Voyager Therapeutics Inc                                  | Voyager Therapeutics Inc                                   | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |       638 | NS      | $6022.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA                              | B&M European Value Retail SA                               | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |      7215 | NS      | $40010.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vir Biotechnology Inc                                     | Vir Biotechnology Inc                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $8865.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                  | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       600 | NS      | $17603.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $10353.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc                                            | Matterport Inc                                             | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $9856.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI USA Momentum Factor ETF                      | iShares MSCI USA Momentum Factor ETF                       | CUSIP: 46432F396<br>LEI: 5493002ZOOZ0SN3YYI81 | Long             | EC               | RF                | US        |      3474 | NS      | $504181.62    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurizon Holdings Ltd                                      | Aurizon Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     26062 | NS      | $68139.53     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lawson Inc                                                | Lawson Inc                                                 | CUSIP: 000000000<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |       800 | NS      | $31941.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    855000 | PA      | $718300.20    | 0.88%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                               | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |      1114 | NS      | $28287.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                       | Laboratory Corp of America Holdings                        | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        61 | NS      | $15379.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                                   | AGC Inc                                                    | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       800 | NS      | $29459.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                          | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319764.19    | 0.39%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       474 | NS      | $23970.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       952 | NS      | $92658.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                              | Pioneer Natural Resources Co                               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1106 | NS      | $254767.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       291 | NS      | $73416.39     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     20000 | NS      | $69785.81     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                            | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       172 | NS      | $40987.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                     | Tenet Healthcare Corp                                      | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       355 | NS      | $19471.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       107 | NS      | $9062.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                               | IDACORP Inc                                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       178 | NS      | $18834.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                 | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       167 | NS      | $34721.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       631 | NS      | $84055.51     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                     | Chatham Lodging Trust                                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |       685 | NS      | $9733.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                               | John B Sanfilippo & Son Inc                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       121 | NS      | $10225.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| K+S AG                                                    | K+S AG                                                     | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |      1000 | NS      | $23901.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                 | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      1672 | NS      | $72644.39     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       557 | NS      | $86538.72     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLETE Inc                                                | ALLETE Inc                                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       326 | NS      | $20166.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                                  | Triton International Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       355 | NS      | $25077.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core High Dividend ETF                            | iShares Core High Dividend ETF                             | CUSIP: 46429B663<br>LEI: 549300M7WVLJWAVPDO86 | Long             | EC               | RF                | US        |      4913 | NS      | $517486.29    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       151 | NS      | $11000.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                                 | Chegg Inc                                                  | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |       600 | NS      | $12456.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       937 | NS      | $40692.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd                                          | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      4000 | NS      | $36579.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                                  | UGI Corp                                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       118 | NS      | $4699.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        77 | NS      | $38507.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                            | Joint Corp/The                                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       254 | NS      | $4615.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                    | Toyo Suisan Kaisha Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $37325.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241604.76    | 0.29%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                        | Sonoco Products Co                                         | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |        53 | NS      | $3238.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       200 | NS      | $72032.11     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        61 | NS      | $21357.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       232 | NS      | $59176.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                       | Editas Medicine Inc                                        | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       330 | NS      | $3263.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                               | Masimo Corp                                                | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        71 | NS      | $12075.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc                               | Duck Creek Technologies Inc                                | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $15144.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd                                           | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       800 | NS      | $43723.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                           | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       901 | NS      | $38593.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                  | Bio-Rad Laboratories Inc                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        14 | NS      | $6544.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                                 | CrossFirst Bankshares Inc                                  | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $10800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        72 | NS      | $28258.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                               | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     19629 | NS      | $131790.08    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ethan Allen Interiors Inc                                 | Ethan Allen Interiors Inc                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $12243.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                        | Unity Software Inc                                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      1144 | NS      | $40634.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        64 | NS      | $28674.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     15982 | NS      | $92652.76     | 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        |      1128 | NS      | $87544.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy Inc                                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       272 | NS      | $39744.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         2 | NS      | $10540.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       111 | NS      | $42033.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                      | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    335000 | PA      | $324035.55    | 0.39%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                         | U-Haul Holding Co                                          | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        99 | NS      | $6117.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd                                    | Brother Industries Ltd                                     | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |       900 | NS      | $13985.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI International Inc                                    | CACI International Inc                                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        10 | NS      | $3080.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       526 | NS      | $12382.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       131 | NS      | $5969.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         7 | NC      | $42172.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1860 | NS      | $83011.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                               | Berkshire Hills Bancorp Inc                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       601 | NS      | $18661.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc                           | International Money Express Inc                            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $16432.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextCure Inc                                              | NextCure Inc                                               | CUSIP: 65343E108<br>LEI: 549300Y5PR6RJR1STI24 | Long             | EC               | CORP              | US        |      1277 | NS      | $2132.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain                                       | Cie de Saint-Gobain                                        | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       830 | NS      | $47531.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $34116.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      8600 | NS      | $1240894.00   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                     | Lantheus Holdings Inc                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       120 | NS      | $6900.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                 | Asana Inc                                                  | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $1875.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp                              | United Microelectronics Corp                               | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |     10000 | NS      | $16333.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      1400 | NS      | $60547.08     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                        | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1000 | NS      | $37879.38     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global Group Inc                                    | Berry Global Group Inc                                     | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |        69 | NS      | $4259.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                        | Teekay Tankers Ltd                                         | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |       450 | NS      | $13810.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                         | Sprout Social Inc                                          | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       159 | NS      | $10171.23     | 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        |        64 | NS      | $4259.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I                                    | CONTRA ADURO BIOTECH I                                     | CUSIP: 007CVR012<br>LEI: N/A                  | N/A              | DE               |  | US        |       460 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chimerix Inc                                              | Chimerix Inc                                               | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |      1205 | NS      | $2132.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASI Pharmaceuticals Inc                                  | CASI Pharmaceuticals Inc                                   | CUSIP: 000000000<br>LEI: 549300RYDG4U21PJZ263 | Long             | EC               | CORP              | US        |      1200 | NS      | $2448.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Electric Glass Co Ltd                              | Nippon Electric Glass Co Ltd                               | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |       700 | NS      | $12994.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                         | U-Haul Holding Co                                          | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        10 | NS      | $670.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                  | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      1800 | NS      | $56239.81     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        58 | NS      | $43991.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                            | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214478.22    | 0.26%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource Inc                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        83 | NS      | $6615.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                         | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     16442 | NS      | $18942.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                             | Jefferies Financial Group Inc                              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       141 | NS      | $5538.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VYNE Therapeutics Inc                                     | VYNE Therapeutics Inc                                      | CUSIP: 92941V209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $676.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                          | TriNet Group Inc                                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       220 | NS      | $16599.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc                                   | Abeona Therapeutics Inc                                    | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Long             | EC               | CORP              | US        |       200 | NS      | $504.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $323796.88    | 0.39%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| First Financial Corp/IN                                   | First Financial Corp/IN                                    | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       355 | NS      | $15946.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                                | Demant A/S                                                 | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |       500 | NS      | $14155.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                             | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213344.05    | 0.26%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caesarstone Ltd                                           | Caesarstone Ltd                                            | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |       722 | NS      | $4505.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                 | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $222913.86    | 0.27%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1370 | NS      | $309359.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                  | HomeTrust Bancshares Inc                                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       341 | NS      | $9207.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                 | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221574.17    | 0.27%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cross Country Healthcare Inc                              | Cross Country Healthcare Inc                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       600 | NS      | $16650.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                             | REGENXBIO Inc                                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       230 | NS      | $5338.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                                                | Inmode Ltd                                                 | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |       850 | NS      | $29792.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       212 | NS      | $22247.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                | Alcoa Corp                                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       241 | NS      | $12589.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                    | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      1100 | NS      | $21767.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                               | South32 Ltd                                                | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     11149 | NS      | $36026.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                           | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      2560 | NS      | $79154.19     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd                                     | Nabors Industries Ltd                                      | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |        80 | NS      | $14203.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                   | Enova International Inc                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       650 | NS      | $29672.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong Flooring Inc                                    | Armstrong Flooring Inc                                     | CUSIP: 04238R106<br>LEI: 549300GBU3OBQ2CBLJ59 | Long             | EC               | CORP              | US        |      1358 | NS      | $13.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Semler Scientific Inc                                     | Semler Scientific Inc                                      | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |       200 | NS      | $7842.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                                  | iShares Core S&P 500 ETF                                   | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      2501 | NS      | $1021183.31   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                                     | CommVault Systems Inc                                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       312 | NS      | $19415.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                    | Peoples Bancorp Inc/OH                                     | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $10710.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                       | Harley-Davidson Inc                                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |        83 | NS      | $3820.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                            | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       485 | NS      | $285897.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiesta Restaurant Group Inc                               | Fiesta Restaurant Group Inc                                | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $3612.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       386 | NS      | $14007.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                                           | Chevron USA Inc                                            | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218005.16    | 0.27%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TravelSky Technology Ltd                                  | TravelSky Technology Ltd                                   | CUSIP: 000000000<br>LEI: 5299007TAWP4DZ6QFG73 | Long             | EC               | CORP              | CN        |     16284 | NS      | $33800.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                            | iShares Russell 1000 Value ETF                             | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |       594 | NS      | $94713.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                           | Rayonier Advanced Materials Inc                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      1635 | NS      | $11330.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1200 | NS      | $179172.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       942 | NS      | $85195.08     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                           | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    245000 | PA      | $207507.94    | 0.25%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      3461 | NS      | $40360.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atara Biotherapeutics Inc                                 | Atara Biotherapeutics Inc                                  | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      1100 | NS      | $5577.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                             | O-I Glass Inc                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $13475.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellectar Biosciences Inc                                 | Cellectar Biosciences Inc                                  | CUSIP: 000000000<br>LEI: 5493000NFZCRG7BYQV93 | Long             | EC               | CORP              | US        |       240 | NS      | $364.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                          | Interpublic Group of Cos Inc/The                           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       219 | NS      | $7984.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                          | QuidelOrtho Corp                                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       142 | NS      | $12156.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2251 | NS      | $430211.12    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                              | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      4900 | NS      | $55333.31     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       690 | NS      | $27965.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd                                       | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      1271 | NS      | $28421.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      5500 | NS      | $35140.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CI Financial Corp                                         | CI Financial Corp                                          | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |       800 | NS      | $9541.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                              | Sylvamo Corp                                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       350 | NS      | $16635.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      1005 | NS      | $48984.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Savara Inc                                                | Savara Inc                                                 | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |      6246 | NS      | $16239.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc                            | Mitsubishi Gas Chemical Co Inc                             | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |      1700 | NS      | $24795.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                               | Taisei Corp                                                | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       900 | NS      | $31057.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Extreme Networks Inc                                      | Extreme Networks Inc                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      1334 | NS      | $24052.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                        | SunCoke Energy Inc                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      3300 | NS      | $30063.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                          | Bluegreen Vacations Holding Corp                           | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |       312 | NS      | $10121.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                          | MDC Holdings Inc                                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |       241 | NS      | $9100.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                              | Alkermes PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       567 | NS      | $16238.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                               | Standard Motor Products Inc                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       241 | NS      | $9750.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CION Investment Corp                                      | CION Investment Corp                                       | CUSIP: 17259U204<br>LEI: 549300XN70JLF94XKX80 | Long             | EC               | RF                | US        |      1200 | NS      | $12804.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                  | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       830 | NS      | $30467.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       122 | NS      | $14209.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                     | United Fire Group Inc                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       355 | NS      | $11178.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1457 | NS      | $164772.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Euroapi SA                                                | Euroapi SA                                                 | CUSIP: 000000000<br>LEI: 9695002FT7GGI3CKKJ14 | Long             | EC               | CORP              | FR        |        33 | NS      | $530.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5380 | NS      | $577865.80    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Value ETF                                        | Vanguard Value ETF                                         | CUSIP: 922908744<br>LEI: HH8Q33B0J5YWPPIGZP55 | Long             | EC               | RF                | US        |      5714 | NS      | $824415.92    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       268 | NS      | $197818.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                     | SIGA Technologies Inc                                      | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $4398.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                              | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |       150 | NS      | $26209.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        91 | NS      | $13511.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       832 | NS      | $311950.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                        | Varex Imaging Corp                                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       421 | NS      | $9047.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                              | Oshkosh Corp                                               | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        40 | NS      | $4031.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                            | Whirlpool Corp                                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        40 | NS      | $6223.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       655 | NS      | $225418.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                          | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       557 | NS      | $38545.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ProAssurance Corp                                         | ProAssurance Corp                                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       426 | NS      | $8260.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                  | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       600 | NS      | $29143.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        30 | NS      | $3381.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein Inc                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        71 | NS      | $6116.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      4356 | NS      | $609665.76    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     10141 | NS      | $1045841.33   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                      | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       274 | NS      | $44431.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Genworth Financial Inc                                    | Genworth Financial Inc                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      4400 | NS      | $24288.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      2792 | NS      | $81358.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                                | A-Mark Precious Metals Inc                                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |       350 | NS      | $13475.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                        | CareTrust REIT Inc                                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |       851 | NS      | $17632.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                               | Karyopharm Therapeutics Inc                                | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |       800 | NS      | $2640.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG/The                                        | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        99 | NS      | $35761.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      1337 | NS      | $40616.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                   | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      1357 | NS      | $48539.98     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                            | Noble Corp PLC                                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |         9 | NS      | $364.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atkore Inc                                                | Atkore Inc                                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       100 | NS      | $13025.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                                | uniQure NV                                                 | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |       171 | NS      | $3633.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                    | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223671.54    | 0.27%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313928.89    | 0.38%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                     | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       752 | NS      | $33400.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MRC Global Inc                                            | MRC Global Inc                                             | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      1686 | NS      | $22929.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                                | Financial Institutions Inc                                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $13985.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                         | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      1686 | NS      | $72674.30     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenlight Capital Re Ltd                                 | Greenlight Capital Re Ltd                                  | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |       843 | NS      | $8303.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group PLC                                  | Howden Joinery Group PLC                                   | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |      4079 | NS      | $34767.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp                                             | TopBuild Corp                                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |         6 | NS      | $1200.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       141 | NS      | $8668.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                          | Boise Cascade Co                                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       284 | NS      | $21291.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meituan                                                   | Meituan                                                    | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |       100 | NS      | $2227.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                               | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     32332 | NS      | $40329.49     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                             | M/I Homes Inc                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       284 | NS      | $16983.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                  | Corcept Therapeutics Inc                                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |       350 | NS      | $8001.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                    | Alarm.com Holdings Inc                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       213 | NS      | $11416.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                              | Reliance Steel & Aluminum Co                               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        40 | NS      | $9098.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       222 | NS      | $15202.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       124 | NS      | $10089.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                     | Mohawk Industries Inc                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        35 | NS      | $4202.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                                 | Zynex Inc                                                  | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1277 | NS      | $18044.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                           | Old Republic International Corp                            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       171 | NS      | $4512.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                                 | Park Hotels & Resorts Inc                                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |       502 | NS      | $7384.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2257 | NS      | $163971.05    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                      | Tenable Holdings Inc                                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |       246 | NS      | $9896.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                | Xencor Inc                                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |       190 | NS      | $6254.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                       | American Express Co                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       414 | NS      | $72421.02     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                                 | Argan Inc                                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       500 | NS      | $19495.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                                | Midland States Bancorp Inc                                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       567 | NS      | $14447.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        67 | NS      | $6711.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                    | Heidrick & Struggles International Inc                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       366 | NS      | $11258.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                 | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216245.85    | 0.26%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       852 | NS      | $63168.26     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Otter Tail Corp                                           | Otter Tail Corp                                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       213 | NS      | $13663.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                | RenaissanceRe Holdings Ltd                                 | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        30 | NS      | $5870.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                      | National Fuel Gas Co                                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        40 | NS      | $2322.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group Inc                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       363 | NS      | $22480.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd                                         | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      8000 | NS      | $35916.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                     | Arrow Electronics Inc                                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        50 | NS      | $5874.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio Inc                                         | Gritstone bio Inc                                          | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |       843 | NS      | $2680.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                           | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    755000 | PA      | $708579.29    | 0.86%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      1100 | NS      | $98545.71     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     22044 | NS      | $155148.91    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      1600 | NS      | $24643.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                             | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2430 | NS      | $394170.30    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1628 | NS      | $136654.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                 | Coca-Cola Femsa SAB de CV                                  | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |       590 | NS      | $44946.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                        | SEI Investments Co                                         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        81 | NS      | $5056.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                             | SunPower Corp                                              | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       481 | NS      | $8383.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                            | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      4200 | NS      | $140612.04    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       702 | NS      | $85552.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     10025 | NS      | $73907.04     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Encore Wire Corp                                          | Encore Wire Corp                                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $19371.60     | 0.02%             |  |  |  | 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