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LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4073.33 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 662.45 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 2627.89 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1172.34999999 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 19.98999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1351.19999999 American Railcar Industries Inc. N/A N/A N/A 2.36 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 10.71 9920.28 APARTMENT INVESTMENT AND MANAGEMENT COMPANY N/A N/A 549300O8FT5GJ4RU1D57 4498.54 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 11395720.59 NexPoint Residential Trust, Inc. 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N/A N/A 549300U2J6XVYBF87166 124.58 7680805.01 N 25660360.539999992 Committed 4300000000 N N N VANGUARD U.S. MOMENTUM FACTOR ETF S000061302 N 25000 0.99981426 0.00000233 0.00018573 0.00000233 1.00014378 0.00000107 -0.00014378 0.00000107 175.00000000 0.00000000 0.53839069 175.00000000 0.00000000 0.53839069 175.00000000 0.00000000 0.69561580 175.00000000 0.00000000 0.69561580 N VANGUARD U.S. VALUE FACTOR ETF S000061305 N 25000 0.99968088 0.00005047 0.00031911 0.00005047 1.00030296 0.00005104 -0.00030296 0.00005104 280.00000000 0.00000000 0.64504961 280.00000000 0.00000000 0.64504961 280.00000000 0.00000000 0.68094568 280.00000000 0.00000000 0.68094568 N VANGUARD U.S. LIQUIDITY FACTOR ETF S000061300 N 25000 0.99960517 0.00009812 0.00039482 0.00009812 1.00045144 0.00000453 -0.00045144 0.00000453 520.00000000 0.00000000 0.55437896 520.00000000 0.00000000 0.55437896 520.00000000 0.00000000 0.44326386 520.00000000 0.00000000 0.44326386 N VANGUARD U.S. QUALITY FACTOR ETF S000061304 N 25000 0.99973104 0.00001057 0.00026895 0.00001057 1.00025843 0.00000044 -0.00025843 0.00000044 305.00000000 0.00000000 0.37231023 305.00000000 0.00000000 0.37231023 305.00000000 0.00000000 0.38704483 305.00000000 0.00000000 0.38704483 N VANGUARD U.S. MINIMUM VOLATILITY ETF S000061301 N 25000 0.9997648 0.00001419 0.00023519 0.00001419 0 0 0 0 100.00000000 0.00000000 0.85331202 100.00000000 0.00000000 0.85331202 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD U.S. MULTIFACTOR ETF S000061310 N 25000 0.99976311 0.0000445 0.00023688 0.0000445 1.00025647 0.00004266 -0.00025647 0.00004266 350.00000000 0.00000000 0.43752113 350.00000000 0.00000000 0.43752113 350.00000000 0.00000000 0.40261809 350.00000000 0.00000000 0.40261809 N true