# EDGAR Filing Document

**Accession Number:** 0000821484
**File Stem:** 0001410368-26-055481
**Filing Date:** 2026-5
**Character Count:** 889615
**Document Hash:** 59a6d03f5bb92fdffe49e385ad4bf617
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055481.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055481

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ELFUN DIVERSIFIED FUND
- **CENTRAL INDEX KEY:** 0000821484

**ORGANIZATION NAME:**
- **EIN:** 061205245
- **STATE OF INCORPORATION:** CT
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05324
- **FILM NUMBER:** 261035158

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

## Series and Classes Contracts Data

### ELFUN DIVERSIFIED FUND (Series ID: S000011823)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000032307 | Elfun Diversified Fund | eldfx           |

## Nport-Ex

Quarterly Report

March 31, 2026

**Elfun Diversified Fund**![](img607371e11.gif)

------

Elfun Diversified Fund

Quarterly Report

March 31, 2026

**Table of Contents**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | Page |
| [Schedule of Investments](#xx_096f0990-e3bf-451d-b4fa-8b37a1aba353_SOI-CC-Continued-1531_1) | 1 |
| [Notes to Schedule of Investments](#xx_096f0990-e3bf-451d-b4fa-8b37a1aba353_NTSOI-CC-Continued-1531_1) | 28 |

---

------

**Elfun Diversified Fund**

Schedule of Investments

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number** <br>**of Shares**<br>| **Fair** <br>**Value**<br>|
| **Domestic Equity - 38.8% †** | **Domestic Equity - 38.8% †** | **Domestic Equity - 38.8% †** |
| **Common Stock - 38.8%**  | **Common Stock - 38.8%**  | **Common Stock - 38.8%**  |
| Advertising - 0.0%\*  | Advertising - 0.0%\*  | Advertising - 0.0%\*  |
| Omnicom Group, Inc.  | &nbsp;&nbsp; 378 | &nbsp;&nbsp; $28467 |
| Trade Desk, Inc., Class A (a) | &nbsp;&nbsp; 612 | &nbsp;&nbsp; 13886 |
|  |  | &nbsp;&nbsp; 42353 |
| Aerospace & Defense - 0.9%  | Aerospace & Defense - 0.9%  | Aerospace & Defense - 0.9%  |
| Axon Enterprise, Inc. (a) | &nbsp;&nbsp; 99 | &nbsp;&nbsp; 42044 |
| Boeing Co. (a) | &nbsp;&nbsp; 988 | &nbsp;&nbsp; 196642 |
| General Dynamics Corp.  | &nbsp;&nbsp; 319 | &nbsp;&nbsp; 109487 |
| General Electric Co.  | &nbsp;&nbsp; 1321 | &nbsp;&nbsp; 374860 |
| Howmet Aerospace, Inc.  | &nbsp;&nbsp; 504 | &nbsp;&nbsp; 116152 |
| &nbsp;&nbsp;&nbsp; Huntington Ingalls Industries, <br> Inc. <br>| &nbsp;&nbsp; 51 | &nbsp;&nbsp; 19375 |
| L3Harris Technologies, Inc.  | &nbsp;&nbsp; 234 | &nbsp;&nbsp; 80765 |
| Lockheed Martin Corp.  | &nbsp;&nbsp; 255 | &nbsp;&nbsp; 154120 |
| Northrop Grumman Corp.  | &nbsp;&nbsp; 168 | &nbsp;&nbsp; 114616 |
| RTX Corp.  | &nbsp;&nbsp; 1690 | &nbsp;&nbsp; 326001 |
| Textron, Inc.  | &nbsp;&nbsp; 215 | &nbsp;&nbsp; 18825 |
| TransDigm Group, Inc.  | &nbsp;&nbsp; 71 | &nbsp;&nbsp; 82286 |
|  |  | &nbsp;&nbsp; 1635173 |
| Agricultural & Farm Machinery - 0.1%  | Agricultural & Farm Machinery - 0.1%  | Agricultural & Farm Machinery - 0.1%  |
| Deere & Co.  | &nbsp;&nbsp; 317 | &nbsp;&nbsp; 178566 |
| Agricultural Products & Services - 0.0%\*  | Agricultural Products & Services - 0.0%\*  | Agricultural Products & Services - 0.0%\*  |
| Archer-Daniels-Midland Co.  | &nbsp;&nbsp; 601 | &nbsp;&nbsp; 43687 |
| Bunge Global SA  | &nbsp;&nbsp; 168 | &nbsp;&nbsp; 21369 |
|  |  | &nbsp;&nbsp; 65056 |
| Air Freight & Logistics - 0.1%  | Air Freight & Logistics - 0.1%  | Air Freight & Logistics - 0.1%  |
| CH Robinson Worldwide, Inc.  | &nbsp;&nbsp; 147 | &nbsp;&nbsp; 24412 |
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc. <br>| &nbsp;&nbsp; 166 | &nbsp;&nbsp; 23776 |
| FedEx Corp.  | &nbsp;&nbsp; 272 | &nbsp;&nbsp; 96881 |
| &nbsp;&nbsp;&nbsp; United Parcel Service, Inc., <br> Class B <br>| &nbsp;&nbsp; 928 | &nbsp;&nbsp; 91297 |
|  |  | &nbsp;&nbsp; 236366 |
| Apparel Retail - 0.2%  | Apparel Retail - 0.2%  | Apparel Retail - 0.2%  |
| Ross Stores, Inc.  | &nbsp;&nbsp; 406 | &nbsp;&nbsp; 87952 |
| TJX Cos., Inc.  | &nbsp;&nbsp; 1397 | &nbsp;&nbsp; 223101 |
|  |  | &nbsp;&nbsp; 311053 |
| Apparel, Accessories & Luxury Goods - 0.0%\*  | Apparel, Accessories & Luxury Goods - 0.0%\*  | Apparel, Accessories & Luxury Goods - 0.0%\*  |
| Lululemon Athletica, Inc. (a) | &nbsp;&nbsp; 132 | &nbsp;&nbsp; 20209 |
| Ralph Lauren Corp.  | &nbsp;&nbsp; 50 | &nbsp;&nbsp; 17200 |
| Tapestry, Inc.  | &nbsp;&nbsp; 253 | &nbsp;&nbsp; 35701 |
|  |  | &nbsp;&nbsp; 73110 |
| Application Software - 0.8%  | Application Software - 0.8%  | Application Software - 0.8%  |
| Adobe, Inc. (a) | &nbsp;&nbsp; 516 | &nbsp;&nbsp; 125429 |
| AppLovin Corp., Class A (a) | &nbsp;&nbsp; 341 | &nbsp;&nbsp; 135718 |
| Autodesk, Inc. (a) | &nbsp;&nbsp; 266 | &nbsp;&nbsp; 63680 |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. <br> (a)<br>| &nbsp;&nbsp; 342 | &nbsp;&nbsp; 95032 |
| Datadog, Inc., Class A (a) | &nbsp;&nbsp; 411 | &nbsp;&nbsp; 48519 |
| Fair Isaac Corp. (a) | &nbsp;&nbsp; 31 | &nbsp;&nbsp; 33094 |
| Intuit, Inc.  | &nbsp;&nbsp; 350 | &nbsp;&nbsp; 151333 |
| &nbsp;&nbsp;&nbsp; Palantir Technologies, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 2877 | &nbsp;&nbsp; 420848 |
| PTC, Inc. (a) | &nbsp;&nbsp; 148 | &nbsp;&nbsp; 21088 |
| Roper Technologies, Inc.  | &nbsp;&nbsp; 133 | &nbsp;&nbsp; 47063 |
| Salesforce, Inc.  | &nbsp;&nbsp; 1179 | &nbsp;&nbsp; 220084 |
| Synopsys, Inc. (a) | &nbsp;&nbsp; 244 | &nbsp;&nbsp; 96741 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Trimble, Inc. (a) | &nbsp;&nbsp; 295 | &nbsp;&nbsp; $19243 |
| Tyler Technologies, Inc. (a) | &nbsp;&nbsp; 53 | &nbsp;&nbsp; 18146 |
| Workday, Inc., Class A (a) | &nbsp;&nbsp; 266 | &nbsp;&nbsp; 34559 |
|  |  | &nbsp;&nbsp; 1530577 |
| Asset Management & Custody Banks - 0.4%  | Asset Management & Custody Banks - 0.4%  | Asset Management & Custody Banks - 0.4%  |
| Ameriprise Financial, Inc.  | &nbsp;&nbsp; 114 | &nbsp;&nbsp; 50662 |
| &nbsp;&nbsp;&nbsp; ARES Management Corp., <br> Class A <br>| &nbsp;&nbsp; 268 | &nbsp;&nbsp; 29239 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon <br> Corp. <br>| &nbsp;&nbsp; 864 | &nbsp;&nbsp; 102496 |
| Blackrock, Inc.  | &nbsp;&nbsp; 181 | &nbsp;&nbsp; 174070 |
| Blackstone, Inc.  | &nbsp;&nbsp; 940 | &nbsp;&nbsp; 108091 |
| Franklin Resources, Inc.  | &nbsp;&nbsp; 402 | &nbsp;&nbsp; 9495 |
| Invesco Ltd.  | &nbsp;&nbsp; 571 | &nbsp;&nbsp; 13870 |
| KKR & Co., Inc.  | &nbsp;&nbsp; 861 | &nbsp;&nbsp; 79642 |
| Northern Trust Corp.  | &nbsp;&nbsp; 232 | &nbsp;&nbsp; 32380 |
| State Street Corp. (b) | &nbsp;&nbsp; 349 | &nbsp;&nbsp; 44169 |
| T. Rowe Price Group, Inc.  | &nbsp;&nbsp; 271 | &nbsp;&nbsp; 24428 |
|  |  | &nbsp;&nbsp; 668542 |
| Automobile Manufacturers - 0.8%  | Automobile Manufacturers - 0.8%  | Automobile Manufacturers - 0.8%  |
| Ford Motor Co.  | &nbsp;&nbsp; 4908 | &nbsp;&nbsp; 56638 |
| General Motors Co.  | &nbsp;&nbsp; 1135 | &nbsp;&nbsp; 84558 |
| Tesla, Inc. (a) | &nbsp;&nbsp; 3544 | &nbsp;&nbsp; 1317482 |
|  |  | &nbsp;&nbsp; 1458678 |
| Automotive Parts & Equipment - 0.0%\*  | Automotive Parts & Equipment - 0.0%\*  | Automotive Parts & Equipment - 0.0%\*  |
| Aptiv PLC (a) | &nbsp;&nbsp; 263 | &nbsp;&nbsp; 18263 |
| Automotive Retail - 0.1%  | Automotive Retail - 0.1%  | Automotive Retail - 0.1%  |
| AutoZone, Inc. (a) | &nbsp;&nbsp; 21 | &nbsp;&nbsp; 70933 |
| Carvana Co. (a) | &nbsp;&nbsp; 177 | &nbsp;&nbsp; 55645 |
| O'Reilly Automotive, Inc. (a) | &nbsp;&nbsp; 1057 | &nbsp;&nbsp; 97572 |
|  |  | &nbsp;&nbsp; 224150 |
| Biotechnology - 0.7%  | Biotechnology - 0.7%  | Biotechnology - 0.7%  |
| AbbVie, Inc.  | &nbsp;&nbsp; 2226 | &nbsp;&nbsp; 484133 |
| Amgen, Inc.  | &nbsp;&nbsp; 678 | &nbsp;&nbsp; 238554 |
| Biogen, Inc. (a) | &nbsp;&nbsp; 189 | &nbsp;&nbsp; 34649 |
| Gilead Sciences, Inc.  | &nbsp;&nbsp; 1561 | &nbsp;&nbsp; 217557 |
| Incyte Corp. (a) | &nbsp;&nbsp; 213 | &nbsp;&nbsp; 20048 |
| Moderna, Inc. (a) | &nbsp;&nbsp; 431 | &nbsp;&nbsp; 21895 |
| &nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, <br> Inc. <br>| &nbsp;&nbsp; 127 | &nbsp;&nbsp; 98125 |
| &nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. <br> (a)<br>| &nbsp;&nbsp; 319 | &nbsp;&nbsp; 142446 |
|  |  | &nbsp;&nbsp; 1257407 |
| Brewers - 0.0%\*  | Brewers - 0.0%\*  | Brewers - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Molson Coors Beverage Co., <br> Class B <br>| &nbsp;&nbsp; 223 | &nbsp;&nbsp; 9602 |
| Broadcasting - 0.0%\*  | Broadcasting - 0.0%\*  | Broadcasting - 0.0%\*  |
| Fox Corp., Class A  | &nbsp;&nbsp; 247 | &nbsp;&nbsp; 14425 |
| Fox Corp., Class B  | &nbsp;&nbsp; 172 | &nbsp;&nbsp; 9133 |
| &nbsp;&nbsp;&nbsp; Paramount Skydance Corp., <br> Class B (c)<br>| &nbsp;&nbsp; 380 | &nbsp;&nbsp; 3428 |
|  |  | &nbsp;&nbsp; 26986 |
| Broadline Retail - 1.4%  | Broadline Retail - 1.4%  | Broadline Retail - 1.4%  |
| Amazon.com, Inc. (a) | &nbsp;&nbsp; 12311 | &nbsp;&nbsp; 2564012 |
| eBay, Inc.  | &nbsp;&nbsp; 566 | &nbsp;&nbsp; 51517 |
|  |  | &nbsp;&nbsp; 2615529 |
| Building Products - 0.2%  | Building Products - 0.2%  | Building Products - 0.2%  |
| A.O. Smith Corp.  | &nbsp;&nbsp; 120 | &nbsp;&nbsp; 7913 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 1

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Allegion PLC  | &nbsp;&nbsp; 117 | &nbsp;&nbsp; $16999 |
| Builders FirstSource, Inc. (a) | &nbsp;&nbsp; 137 | &nbsp;&nbsp; 11279 |
| Carrier Global Corp.  | &nbsp;&nbsp; 984 | &nbsp;&nbsp; 55409 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International <br> PLC <br>| &nbsp;&nbsp; 769 | &nbsp;&nbsp; 100700 |
| Lennox International, Inc.  | &nbsp;&nbsp; 39 | &nbsp;&nbsp; 18101 |
| Masco Corp.  | &nbsp;&nbsp; 251 | &nbsp;&nbsp; 15153 |
| Trane Technologies PLC  | &nbsp;&nbsp; 278 | &nbsp;&nbsp; 115854 |
|  |  | &nbsp;&nbsp; 341408 |
| Cable & Satellite - 0.0%\*  | Cable & Satellite - 0.0%\*  | Cable & Satellite - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 114 | &nbsp;&nbsp; 24610 |
| EchoStar Corp., Class A (a) | &nbsp;&nbsp; 166 | &nbsp;&nbsp; 19434 |
|  |  | &nbsp;&nbsp; 44044 |
| Cargo Ground Transportation - 0.0%\*  | Cargo Ground Transportation - 0.0%\*  | Cargo Ground Transportation - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; JB Hunt Transport Services, <br> Inc. <br>| &nbsp;&nbsp; 97 | &nbsp;&nbsp; 20554 |
| Old Dominion Freight Line, Inc.  | &nbsp;&nbsp; 230 | &nbsp;&nbsp; 44942 |
|  |  | &nbsp;&nbsp; 65496 |
| Casinos & Gaming - 0.0%\*  | Casinos & Gaming - 0.0%\*  | Casinos & Gaming - 0.0%\*  |
| Las Vegas Sands Corp.  | &nbsp;&nbsp; 394 | &nbsp;&nbsp; 21228 |
| MGM Resorts International (a) | &nbsp;&nbsp; 274 | &nbsp;&nbsp; 10141 |
| Wynn Resorts Ltd.  | &nbsp;&nbsp; 118 | &nbsp;&nbsp; 11983 |
|  |  | &nbsp;&nbsp; 43352 |
| Commodity Chemicals - 0.0%\*  | Commodity Chemicals - 0.0%\*  | Commodity Chemicals - 0.0%\*  |
| Dow, Inc.  | &nbsp;&nbsp; 926 | &nbsp;&nbsp; 38568 |
| &nbsp;&nbsp;&nbsp; LyondellBasell Industries NV, <br> Class A <br>| &nbsp;&nbsp; 334 | &nbsp;&nbsp; 26907 |
|  |  | &nbsp;&nbsp; 65475 |
| Communications Equipment - 0.4%  | Communications Equipment - 0.4%  | Communications Equipment - 0.4%  |
| Arista Networks, Inc. (a) | &nbsp;&nbsp; 1299 | &nbsp;&nbsp; 159491 |
| Ciena Corp. (a) | &nbsp;&nbsp; 177 | &nbsp;&nbsp; 68717 |
| Cisco Systems, Inc.  | &nbsp;&nbsp; 4975 | &nbsp;&nbsp; 386010 |
| F5, Inc. (a) | &nbsp;&nbsp; 70 | &nbsp;&nbsp; 20253 |
| Lumentum Holdings, Inc. (a) | &nbsp;&nbsp; 90 | &nbsp;&nbsp; 63248 |
| Motorola Solutions, Inc.  | &nbsp;&nbsp; 208 | &nbsp;&nbsp; 90266 |
|  |  | &nbsp;&nbsp; 787985 |
| Computer & Electronics Retail - 0.0%\*  | Computer & Electronics Retail - 0.0%\*  | Computer & Electronics Retail - 0.0%\*  |
| Best Buy Co., Inc.  | &nbsp;&nbsp; 246 | &nbsp;&nbsp; 15793 |
| Construction & Engineering - 0.1%  | Construction & Engineering - 0.1%  | Construction & Engineering - 0.1%  |
| Comfort Systems USA, Inc.  | &nbsp;&nbsp; 44 | &nbsp;&nbsp; 60675 |
| EMCOR Group, Inc.  | &nbsp;&nbsp; 58 | &nbsp;&nbsp; 42822 |
| Quanta Services, Inc.  | &nbsp;&nbsp; 187 | &nbsp;&nbsp; 102667 |
|  |  | &nbsp;&nbsp; 206164 |
| Construction Machinery & Heavy Transportation <br> Equipment - 0.4%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.4%  | Construction Machinery & Heavy Transportation <br> Equipment - 0.4%  |
| Caterpillar, Inc.  | &nbsp;&nbsp; 586 | &nbsp;&nbsp; 415158 |
| Cummins, Inc.  | &nbsp;&nbsp; 173 | &nbsp;&nbsp; 93077 |
| PACCAR, Inc.  | &nbsp;&nbsp; 659 | &nbsp;&nbsp; 76114 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake <br> Technologies Corp. <br>| &nbsp;&nbsp; 213 | &nbsp;&nbsp; 53231 |
|  |  | &nbsp;&nbsp; 637580 |
| Construction Materials - 0.1%  | Construction Materials - 0.1%  | Construction Materials - 0.1%  |
| CRH PLC  | &nbsp;&nbsp; 841 | &nbsp;&nbsp; 88406 |
| Martin Marietta Materials, Inc.  | &nbsp;&nbsp; 75 | &nbsp;&nbsp; 44151 |
| Vulcan Materials Co.  | &nbsp;&nbsp; 165 | &nbsp;&nbsp; 44929 |
|  |  | &nbsp;&nbsp; 177486 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Consumer Electronics - 0.0%\*  | Consumer Electronics - 0.0%\*  | Consumer Electronics - 0.0%\*  |
| Garmin Ltd.  | &nbsp;&nbsp; 205 | &nbsp;&nbsp; $47562 |
| Consumer Finance - 0.2%  | Consumer Finance - 0.2%  | Consumer Finance - 0.2%  |
| American Express Co.  | &nbsp;&nbsp; 674 | &nbsp;&nbsp; 203871 |
| Capital One Financial Corp.  | &nbsp;&nbsp; 786 | &nbsp;&nbsp; 143390 |
| Synchrony Financial  | &nbsp;&nbsp; 433 | &nbsp;&nbsp; 29453 |
|  |  | &nbsp;&nbsp; 376714 |
| Consumer Staples Merchandise Retail - 0.8%  | Consumer Staples Merchandise Retail - 0.8%  | Consumer Staples Merchandise Retail - 0.8%  |
| Costco Wholesale Corp.  | &nbsp;&nbsp; 559 | &nbsp;&nbsp; 557004 |
| Dollar General Corp.  | &nbsp;&nbsp; 288 | &nbsp;&nbsp; 34194 |
| Dollar Tree, Inc. (a) | &nbsp;&nbsp; 243 | &nbsp;&nbsp; 26611 |
| Target Corp.  | &nbsp;&nbsp; 568 | &nbsp;&nbsp; 68842 |
| Walmart, Inc.  | &nbsp;&nbsp; 5522 | &nbsp;&nbsp; 686274 |
|  |  | &nbsp;&nbsp; 1372925 |
| Copper - 0.1%  | Copper - 0.1%  | Copper - 0.1%  |
| Freeport-McMoRan, Inc.  | &nbsp;&nbsp; 1805 | &nbsp;&nbsp; 106098 |
| Data Center REITs - 0.1%  | Data Center REITs - 0.1%  | Data Center REITs - 0.1%  |
| Digital Realty Trust, Inc.  | &nbsp;&nbsp; 405 | &nbsp;&nbsp; 72985 |
| Equinix, Inc.  | &nbsp;&nbsp; 123 | &nbsp;&nbsp; 120570 |
|  |  | &nbsp;&nbsp; 193555 |
| Data Processing & Outsourced Services - 0.0%\*  | Data Processing & Outsourced Services - 0.0%\*  | Data Processing & Outsourced Services - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc. <br>| &nbsp;&nbsp; 152 | &nbsp;&nbsp; 24697 |
| Distillers & Vintners - 0.0%\*  | Distillers & Vintners - 0.0%\*  | Distillers & Vintners - 0.0%\*  |
| Brown-Forman Corp., Class B  | &nbsp;&nbsp; 243 | &nbsp;&nbsp; 6425 |
| &nbsp;&nbsp;&nbsp; Constellation Brands, Inc., <br> Class A <br>| &nbsp;&nbsp; 183 | &nbsp;&nbsp; 27450 |
|  |  | &nbsp;&nbsp; 33875 |
| Distributors - 0.0%\*  | Distributors - 0.0%\*  | Distributors - 0.0%\*  |
| Genuine Parts Co.  | &nbsp;&nbsp; 172 | &nbsp;&nbsp; 18189 |
| Pool Corp.  | &nbsp;&nbsp; 48 | &nbsp;&nbsp; 9712 |
|  |  | &nbsp;&nbsp; 27901 |
| Diversified Banks - 1.2%  | Diversified Banks - 1.2%  | Diversified Banks - 1.2%  |
| Bank of America Corp.  | &nbsp;&nbsp; 8356 | &nbsp;&nbsp; 407355 |
| Citigroup, Inc.  | &nbsp;&nbsp; 2199 | &nbsp;&nbsp; 249389 |
| Fifth Third Bancorp  | &nbsp;&nbsp; 1126 | &nbsp;&nbsp; 52314 |
| JPMorgan Chase & Co. (c) | &nbsp;&nbsp; 3397 | &nbsp;&nbsp; 999261 |
| KeyCorp  | &nbsp;&nbsp; 1206 | &nbsp;&nbsp; 24180 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services <br> Group, Inc. <br>| &nbsp;&nbsp; 515 | &nbsp;&nbsp; 107166 |
| U.S. Bancorp  | &nbsp;&nbsp; 1952 | &nbsp;&nbsp; 101524 |
| Wells Fargo & Co.  | &nbsp;&nbsp; 3893 | &nbsp;&nbsp; 309922 |
|  |  | &nbsp;&nbsp; 2251111 |
| Diversified Financial Services - 0.0%\*  | Diversified Financial Services - 0.0%\*  | Diversified Financial Services - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, <br> Inc. <br>| &nbsp;&nbsp; 582 | &nbsp;&nbsp; 64846 |
| Diversified Support Services - 0.1%  | Diversified Support Services - 0.1%  | Diversified Support Services - 0.1%  |
| Cintas Corp.  | &nbsp;&nbsp; 426 | &nbsp;&nbsp; 72054 |
| Copart, Inc. (a) | &nbsp;&nbsp; 1080 | &nbsp;&nbsp; 35856 |
|  |  | &nbsp;&nbsp; 107910 |
| Electric Utilities - 0.7%  | Electric Utilities - 0.7%  | Electric Utilities - 0.7%  |
| Alliant Energy Corp.  | &nbsp;&nbsp; 319 | &nbsp;&nbsp; 22891 |
| &nbsp;&nbsp;&nbsp; American Electric Power Co., <br> Inc. <br>| &nbsp;&nbsp; 679 | &nbsp;&nbsp; 89003 |
| Constellation Energy Corp.  | &nbsp;&nbsp; 392 | &nbsp;&nbsp; 109466 |
| Duke Energy Corp.  | &nbsp;&nbsp; 977 | &nbsp;&nbsp; 127928 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

2 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Edison International  | &nbsp;&nbsp; 497 | &nbsp;&nbsp; $36370 |
| Entergy Corp.  | &nbsp;&nbsp; 567 | &nbsp;&nbsp; 63708 |
| Evergy, Inc.  | &nbsp;&nbsp; 286 | &nbsp;&nbsp; 23429 |
| Eversource Energy  | &nbsp;&nbsp; 489 | &nbsp;&nbsp; 33878 |
| Exelon Corp.  | &nbsp;&nbsp; 1282 | &nbsp;&nbsp; 62844 |
| FirstEnergy Corp.  | &nbsp;&nbsp; 648 | &nbsp;&nbsp; 32828 |
| NextEra Energy, Inc.  | &nbsp;&nbsp; 2621 | &nbsp;&nbsp; 243439 |
| NRG Energy, Inc.  | &nbsp;&nbsp; 275 | &nbsp;&nbsp; 40189 |
| PG&E Corp.  | &nbsp;&nbsp; 2751 | &nbsp;&nbsp; 48335 |
| Pinnacle West Capital Corp.  | &nbsp;&nbsp; 159 | &nbsp;&nbsp; 16019 |
| PPL Corp.  | &nbsp;&nbsp; 965 | &nbsp;&nbsp; 36863 |
| Southern Co.  | &nbsp;&nbsp; 1384 | &nbsp;&nbsp; 133584 |
| Xcel Energy, Inc.  | &nbsp;&nbsp; 741 | &nbsp;&nbsp; 58865 |
|  |  | &nbsp;&nbsp; 1179639 |
| Electrical Components & Equipment - 0.3%  | Electrical Components & Equipment - 0.3%  | Electrical Components & Equipment - 0.3%  |
| AMETEK, Inc.  | &nbsp;&nbsp; 288 | &nbsp;&nbsp; 61736 |
| Eaton Corp. PLC  | &nbsp;&nbsp; 489 | &nbsp;&nbsp; 174901 |
| Emerson Electric Co.  | &nbsp;&nbsp; 706 | &nbsp;&nbsp; 92500 |
| Generac Holdings, Inc. (a) | &nbsp;&nbsp; 79 | &nbsp;&nbsp; 15431 |
| Hubbell, Inc.  | &nbsp;&nbsp; 68 | &nbsp;&nbsp; 33370 |
| Rockwell Automation, Inc.  | &nbsp;&nbsp; 141 | &nbsp;&nbsp; 50602 |
| Vertiv Holdings Co., Class A  | &nbsp;&nbsp; 481 | &nbsp;&nbsp; 120529 |
|  |  | &nbsp;&nbsp; 549069 |
| Electronic Components - 0.2%  | Electronic Components - 0.2%  | Electronic Components - 0.2%  |
| Amphenol Corp., Class A  | &nbsp;&nbsp; 1547 | &nbsp;&nbsp; 195463 |
| Coherent Corp. (a) | &nbsp;&nbsp; 235 | &nbsp;&nbsp; 55979 |
| Corning, Inc.  | &nbsp;&nbsp; 981 | &nbsp;&nbsp; 133387 |
|  |  | &nbsp;&nbsp; 384829 |
| Electronic Equipment & Instruments - 0.1%  | Electronic Equipment & Instruments - 0.1%  | Electronic Equipment & Instruments - 0.1%  |
| Keysight Technologies, Inc. (a) | &nbsp;&nbsp; 215 | &nbsp;&nbsp; 60710 |
| Teledyne Technologies, Inc. (a) | &nbsp;&nbsp; 61 | &nbsp;&nbsp; 36906 |
| &nbsp;&nbsp;&nbsp; Zebra Technologies Corp., <br> Class A (a)<br>| &nbsp;&nbsp; 55 | &nbsp;&nbsp; 11499 |
|  |  | &nbsp;&nbsp; 109115 |
| Electronic Manufacturing Services - 0.0%\*  | Electronic Manufacturing Services - 0.0%\*  | Electronic Manufacturing Services - 0.0%\*  |
| Jabil, Inc.  | &nbsp;&nbsp; 138 | &nbsp;&nbsp; 36657 |
| Environmental & Facilities Services - 0.1%  | Environmental & Facilities Services - 0.1%  | Environmental & Facilities Services - 0.1%  |
| Republic Services, Inc.  | &nbsp;&nbsp; 252 | &nbsp;&nbsp; 55193 |
| Rollins, Inc.  | &nbsp;&nbsp; 380 | &nbsp;&nbsp; 20296 |
| Veralto Corp.  | &nbsp;&nbsp; 323 | &nbsp;&nbsp; 28560 |
| Waste Management, Inc.  | &nbsp;&nbsp; 466 | &nbsp;&nbsp; 107082 |
|  |  | &nbsp;&nbsp; 211131 |
| Fertilizers & Agricultural Chemicals - 0.1%  | Fertilizers & Agricultural Chemicals - 0.1%  | Fertilizers & Agricultural Chemicals - 0.1%  |
| CF Industries Holdings, Inc.  | &nbsp;&nbsp; 202 | &nbsp;&nbsp; 26228 |
| Corteva, Inc.  | &nbsp;&nbsp; 843 | &nbsp;&nbsp; 70567 |
| Mosaic Co.  | &nbsp;&nbsp; 392 | &nbsp;&nbsp; 9996 |
|  |  | &nbsp;&nbsp; 106791 |
| Financial Exchanges & Data - 0.4%  | Financial Exchanges & Data - 0.4%  | Financial Exchanges & Data - 0.4%  |
| Cboe Global Markets, Inc.  | &nbsp;&nbsp; 127 | &nbsp;&nbsp; 35696 |
| CME Group, Inc.  | &nbsp;&nbsp; 453 | &nbsp;&nbsp; 133794 |
| &nbsp;&nbsp;&nbsp; Coinbase Global, Inc., Class A <br> (a)<br>| &nbsp;&nbsp; 279 | &nbsp;&nbsp; 48716 |
| &nbsp;&nbsp;&nbsp; FactSet Research Systems, <br> Inc. <br>| &nbsp;&nbsp; 50 | &nbsp;&nbsp; 10849 |
| Intercontinental Exchange, Inc.  | &nbsp;&nbsp; 714 | &nbsp;&nbsp; 112298 |
| Moody's Corp.  | &nbsp;&nbsp; 193 | &nbsp;&nbsp; 84196 |
| MSCI, Inc.  | &nbsp;&nbsp; 92 | &nbsp;&nbsp; 49589 |
| Nasdaq, Inc.  | &nbsp;&nbsp; 562 | &nbsp;&nbsp; 47708 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| S&P Global, Inc.  | &nbsp;&nbsp; 385 | &nbsp;&nbsp; $163756 |
|  |  | &nbsp;&nbsp; 686602 |
| Food Distributors - 0.0%\*  | Food Distributors - 0.0%\*  | Food Distributors - 0.0%\*  |
| Sysco Corp.  | &nbsp;&nbsp; 599 | &nbsp;&nbsp; 42727 |
| Food Retail - 0.0%\*  | Food Retail - 0.0%\*  | Food Retail - 0.0%\*  |
| Kroger Co.  | &nbsp;&nbsp; 729 | &nbsp;&nbsp; 52750 |
| Footwear - 0.1%  | Footwear - 0.1%  | Footwear - 0.1%  |
| Deckers Outdoor Corp. (a) | &nbsp;&nbsp; 176 | &nbsp;&nbsp; 17616 |
| NIKE, Inc., Class B  | &nbsp;&nbsp; 1495 | &nbsp;&nbsp; 78966 |
|  |  | &nbsp;&nbsp; 96582 |
| Gas Utilities - 0.0%\*  | Gas Utilities - 0.0%\*  | Gas Utilities - 0.0%\*  |
| Atmos Energy Corp.  | &nbsp;&nbsp; 210 | &nbsp;&nbsp; 38791 |
| Gold - 0.1%  | Gold - 0.1%  | Gold - 0.1%  |
| Newmont Corp.  | &nbsp;&nbsp; 1372 | &nbsp;&nbsp; 148519 |
| Health Care REITs - 0.1%  | Health Care REITs - 0.1%  | Health Care REITs - 0.1%  |
| &nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc. <br>| &nbsp;&nbsp; 226 | &nbsp;&nbsp; 10491 |
| Healthpeak Properties, Inc.  | &nbsp;&nbsp; 926 | &nbsp;&nbsp; 15214 |
| Ventas, Inc.  | &nbsp;&nbsp; 615 | &nbsp;&nbsp; 50295 |
| Welltower, Inc.  | &nbsp;&nbsp; 878 | &nbsp;&nbsp; 173589 |
|  |  | &nbsp;&nbsp; 249589 |
| Healthcare Distributors - 0.2%  | Healthcare Distributors - 0.2%  | Healthcare Distributors - 0.2%  |
| Cardinal Health, Inc.  | &nbsp;&nbsp; 295 | &nbsp;&nbsp; 62337 |
| Cencora, Inc.  | &nbsp;&nbsp; 244 | &nbsp;&nbsp; 76650 |
| Henry Schein, Inc. (a) | &nbsp;&nbsp; 134 | &nbsp;&nbsp; 9876 |
| McKesson Corp.  | &nbsp;&nbsp; 154 | &nbsp;&nbsp; 133265 |
|  |  | &nbsp;&nbsp; 282128 |
| Healthcare Equipment - 0.7%  | Healthcare Equipment - 0.7%  | Healthcare Equipment - 0.7%  |
| Abbott Laboratories  | &nbsp;&nbsp; 2188 | &nbsp;&nbsp; 224642 |
| Baxter International, Inc.  | &nbsp;&nbsp; 562 | &nbsp;&nbsp; 9442 |
| Becton Dickinson & Co.  | &nbsp;&nbsp; 357 | &nbsp;&nbsp; 56131 |
| Boston Scientific Corp. (a) | &nbsp;&nbsp; 1864 | &nbsp;&nbsp; 116966 |
| Dexcom, Inc. (a) | &nbsp;&nbsp; 480 | &nbsp;&nbsp; 30144 |
| &nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. <br> (a)<br>| &nbsp;&nbsp; 727 | &nbsp;&nbsp; 58218 |
| &nbsp;&nbsp;&nbsp; GE HealthCare Technologies, <br> Inc. <br>| &nbsp;&nbsp; 569 | &nbsp;&nbsp; 40501 |
| Hologic, Inc. (a) | &nbsp;&nbsp; 276 | &nbsp;&nbsp; 20863 |
| IDEXX Laboratories, Inc. (a) | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 56189 |
| Insulet Corp. (a) | &nbsp;&nbsp; 87 | &nbsp;&nbsp; 18256 |
| Intuitive Surgical, Inc. (a) | &nbsp;&nbsp; 447 | &nbsp;&nbsp; 206063 |
| Medtronic PLC  | &nbsp;&nbsp; 1612 | &nbsp;&nbsp; 139680 |
| ResMed, Inc.  | &nbsp;&nbsp; 182 | &nbsp;&nbsp; 40855 |
| STERIS PLC  | &nbsp;&nbsp; 122 | &nbsp;&nbsp; 26978 |
| Stryker Corp.  | &nbsp;&nbsp; 433 | &nbsp;&nbsp; 142280 |
| Zimmer Biomet Holdings, Inc.  | &nbsp;&nbsp; 246 | &nbsp;&nbsp; 22243 |
|  |  | &nbsp;&nbsp; 1209451 |
| Healthcare Facilities - 0.1%  | Healthcare Facilities - 0.1%  | Healthcare Facilities - 0.1%  |
| HCA Healthcare, Inc.  | &nbsp;&nbsp; 197 | &nbsp;&nbsp; 93228 |
| &nbsp;&nbsp;&nbsp; Universal Health Services, <br> Inc., Class B <br>| &nbsp;&nbsp; 62 | &nbsp;&nbsp; 11096 |
|  |  | &nbsp;&nbsp; 104324 |
| Healthcare Services - 0.1%  | Healthcare Services - 0.1%  | Healthcare Services - 0.1%  |
| Cigna Group (c) | &nbsp;&nbsp; 331 | &nbsp;&nbsp; 88294 |
| CVS Health Corp.  | &nbsp;&nbsp; 1598 | &nbsp;&nbsp; 114768 |
| DaVita, Inc. (a) | &nbsp;&nbsp; 40 | &nbsp;&nbsp; 6148 |
| Labcorp Holdings, Inc.  | &nbsp;&nbsp; 103 | &nbsp;&nbsp; 27482 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 3

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Quest Diagnostics, Inc.  | &nbsp;&nbsp; 137 | &nbsp;&nbsp; $26849 |
|  |  | &nbsp;&nbsp; 263541 |
| Healthcare Supplies - 0.0%\*  | Healthcare Supplies - 0.0%\*  | Healthcare Supplies - 0.0%\*  |
| Align Technology, Inc. (a) | &nbsp;&nbsp; 90 | &nbsp;&nbsp; 15429 |
| Cooper Cos., Inc. (a) | &nbsp;&nbsp; 242 | &nbsp;&nbsp; 17303 |
| Solventum Corp. (a) | &nbsp;&nbsp; 196 | &nbsp;&nbsp; 12799 |
|  |  | &nbsp;&nbsp; 45531 |
| Heavy Electrical Equipment - 0.2%  | Heavy Electrical Equipment - 0.2%  | Heavy Electrical Equipment - 0.2%  |
| GE Vernova, Inc.  | &nbsp;&nbsp; 339 | &nbsp;&nbsp; 295913 |
| Home Building - 0.1%  | Home Building - 0.1%  | Home Building - 0.1%  |
| DR Horton, Inc.  | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 46243 |
| Lennar Corp., Class A  | &nbsp;&nbsp; 268 | &nbsp;&nbsp; 23273 |
| NVR, Inc. (a) | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 19770 |
| PulteGroup, Inc.  | &nbsp;&nbsp; 230 | &nbsp;&nbsp; 27050 |
|  |  | &nbsp;&nbsp; 116336 |
| Home Furnishing Retail - 0.0%\*  | Home Furnishing Retail - 0.0%\*  | Home Furnishing Retail - 0.0%\*  |
| Williams-Sonoma, Inc.  | &nbsp;&nbsp; 149 | &nbsp;&nbsp; 27167 |
| Home Improvement Retail - 0.3%  | Home Improvement Retail - 0.3%  | Home Improvement Retail - 0.3%  |
| Home Depot, Inc.  | &nbsp;&nbsp; 1254 | &nbsp;&nbsp; 412428 |
| Lowe's Cos., Inc.  | &nbsp;&nbsp; 705 | &nbsp;&nbsp; 166577 |
|  |  | &nbsp;&nbsp; 579005 |
| Hotel & Resort REITs - 0.0%\*  | Hotel & Resort REITs - 0.0%\*  | Hotel & Resort REITs - 0.0%\*  |
| Host Hotels & Resorts, Inc.  | &nbsp;&nbsp; 787 | &nbsp;&nbsp; 15079 |
| Hotels, Resorts & Cruise Lines - 0.3%  | Hotels, Resorts & Cruise Lines - 0.3%  | Hotels, Resorts & Cruise Lines - 0.3%  |
| Airbnb, Inc., Class A (a) | &nbsp;&nbsp; 531 | &nbsp;&nbsp; 67055 |
| Booking Holdings, Inc.  | &nbsp;&nbsp; 40 | &nbsp;&nbsp; 168413 |
| Carnival Corp.  | &nbsp;&nbsp; 1418 | &nbsp;&nbsp; 36698 |
| Expedia Group, Inc.  | &nbsp;&nbsp; 153 | &nbsp;&nbsp; 35326 |
| Hilton Worldwide Holdings, Inc.  | &nbsp;&nbsp; 288 | &nbsp;&nbsp; 87575 |
| &nbsp;&nbsp;&nbsp; Marriott International, Inc., <br> Class A <br>| &nbsp;&nbsp; 276 | &nbsp;&nbsp; 90271 |
| &nbsp;&nbsp;&nbsp; Norwegian Cruise Line <br> Holdings Ltd. (a)<br>| &nbsp;&nbsp; 615 | &nbsp;&nbsp; 11500 |
| Royal Caribbean Cruises Ltd.  | &nbsp;&nbsp; 316 | &nbsp;&nbsp; 86957 |
|  |  | &nbsp;&nbsp; 583795 |
| Household Products - 0.3%  | Household Products - 0.3%  | Household Products - 0.3%  |
| Church & Dwight Co., Inc.  | &nbsp;&nbsp; 295 | &nbsp;&nbsp; 27529 |
| Clorox Co.  | &nbsp;&nbsp; 149 | &nbsp;&nbsp; 15441 |
| Colgate-Palmolive Co.  | &nbsp;&nbsp; 1012 | &nbsp;&nbsp; 86253 |
| Kimberly-Clark Corp.  | &nbsp;&nbsp; 415 | &nbsp;&nbsp; 40035 |
| Procter & Gamble Co.  | &nbsp;&nbsp; 2927 | &nbsp;&nbsp; 422776 |
|  |  | &nbsp;&nbsp; 592034 |
| Human Resource & Employment Services - 0.1%  | Human Resource & Employment Services - 0.1%  | Human Resource & Employment Services - 0.1%  |
| &nbsp;&nbsp;&nbsp; Automatic Data Processing, <br> Inc. <br>| &nbsp;&nbsp; 506 | &nbsp;&nbsp; 102809 |
| Paychex, Inc.  | &nbsp;&nbsp; 392 | &nbsp;&nbsp; 36111 |
|  |  | &nbsp;&nbsp; 138920 |
| Independent Power Producers & Energy Traders - 0.0%\*  | Independent Power Producers & Energy Traders - 0.0%\*  | Independent Power Producers & Energy Traders - 0.0%\*  |
| AES Corp.  | &nbsp;&nbsp; 872 | &nbsp;&nbsp; 12286 |
| Vistra Corp.  | &nbsp;&nbsp; 399 | &nbsp;&nbsp; 59982 |
|  |  | &nbsp;&nbsp; 72268 |
| Industrial Conglomerates - 0.2%  | Industrial Conglomerates - 0.2%  | Industrial Conglomerates - 0.2%  |
| 3M Co.  | &nbsp;&nbsp; 661 | &nbsp;&nbsp; 95997 |
| Honeywell International, Inc.  | &nbsp;&nbsp; 799 | &nbsp;&nbsp; 180598 |
|  |  | &nbsp;&nbsp; 276595 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Industrial Gases - 0.2%  | Industrial Gases - 0.2%  | Industrial Gases - 0.2%  |
| Air Products & Chemicals, Inc.  | &nbsp;&nbsp; 279 | &nbsp;&nbsp; $81047 |
| Linde PLC  | &nbsp;&nbsp; 588 | &nbsp;&nbsp; 291507 |
|  |  | &nbsp;&nbsp; 372554 |
| Industrial Machinery & Supplies & Components - 0.3%  | Industrial Machinery & Supplies & Components - 0.3%  | Industrial Machinery & Supplies & Components - 0.3%  |
| Dover Corp.  | &nbsp;&nbsp; 168 | &nbsp;&nbsp; 35020 |
| Fortive Corp.  | &nbsp;&nbsp; 389 | &nbsp;&nbsp; 21504 |
| IDEX Corp.  | &nbsp;&nbsp; 87 | &nbsp;&nbsp; 16491 |
| Illinois Tool Works, Inc.  | &nbsp;&nbsp; 329 | &nbsp;&nbsp; 85635 |
| Ingersoll Rand, Inc.  | &nbsp;&nbsp; 444 | &nbsp;&nbsp; 35573 |
| Nordson Corp.  | &nbsp;&nbsp; 65 | &nbsp;&nbsp; 17294 |
| Otis Worldwide Corp.  | &nbsp;&nbsp; 485 | &nbsp;&nbsp; 37384 |
| Parker-Hannifin Corp.  | &nbsp;&nbsp; 159 | &nbsp;&nbsp; 142343 |
| Pentair PLC  | &nbsp;&nbsp; 202 | &nbsp;&nbsp; 17596 |
| Snap-on, Inc.  | &nbsp;&nbsp; 64 | &nbsp;&nbsp; 23246 |
| Stanley Black & Decker, Inc.  | &nbsp;&nbsp; 194 | &nbsp;&nbsp; 13786 |
| Xylem, Inc.  | &nbsp;&nbsp; 318 | &nbsp;&nbsp; 38001 |
|  |  | &nbsp;&nbsp; 483873 |
| Industrial REITs - 0.1%  | Industrial REITs - 0.1%  | Industrial REITs - 0.1%  |
| Prologis, Inc.  | &nbsp;&nbsp; 1169 | &nbsp;&nbsp; 154518 |
| Insurance Brokers - 0.2%  | Insurance Brokers - 0.2%  | Insurance Brokers - 0.2%  |
| Aon PLC, Class A  | &nbsp;&nbsp; 269 | &nbsp;&nbsp; 86828 |
| Arthur J Gallagher & Co.  | &nbsp;&nbsp; 322 | &nbsp;&nbsp; 69739 |
| Brown & Brown, Inc.  | &nbsp;&nbsp; 382 | &nbsp;&nbsp; 24910 |
| Marsh & McLennan Cos., Inc.  | &nbsp;&nbsp; 608 | &nbsp;&nbsp; 105458 |
| Willis Towers Watson PLC  | &nbsp;&nbsp; 115 | &nbsp;&nbsp; 33430 |
|  |  | &nbsp;&nbsp; 320365 |
| Integrated Oil & Gas - 0.8%  | Integrated Oil & Gas - 0.8%  | Integrated Oil & Gas - 0.8%  |
| Chevron Corp.  | &nbsp;&nbsp; 2361 | &nbsp;&nbsp; 488491 |
| Exxon Mobil Corp.  | &nbsp;&nbsp; 5265 | &nbsp;&nbsp; 893260 |
| Occidental Petroleum Corp.  | &nbsp;&nbsp; 900 | &nbsp;&nbsp; 58500 |
|  |  | &nbsp;&nbsp; 1440251 |
| Integrated Telecommunication Services - 0.4%  | Integrated Telecommunication Services - 0.4%  | Integrated Telecommunication Services - 0.4%  |
| AT&T, Inc.  | &nbsp;&nbsp; 8810 | &nbsp;&nbsp; 255402 |
| Comcast Corp., Class A  | &nbsp;&nbsp; 4510 | &nbsp;&nbsp; 129482 |
| Verizon Communications, Inc.  | &nbsp;&nbsp; 5308 | &nbsp;&nbsp; 266462 |
|  |  | &nbsp;&nbsp; 651346 |
| Interactive Home Entertainment - 0.1%  | Interactive Home Entertainment - 0.1%  | Interactive Home Entertainment - 0.1%  |
| Electronic Arts, Inc.  | &nbsp;&nbsp; 282 | &nbsp;&nbsp; 57491 |
| &nbsp;&nbsp;&nbsp; Take-Two Interactive Software, <br> Inc. (a)<br>| &nbsp;&nbsp; 218 | &nbsp;&nbsp; 43055 |
|  |  | &nbsp;&nbsp; 100546 |
| Interactive Media & Services - 3.0%  | Interactive Media & Services - 3.0%  | Interactive Media & Services - 3.0%  |
| Alphabet, Inc., Class A  | &nbsp;&nbsp; 7337 | &nbsp;&nbsp; 2109828 |
| Alphabet, Inc., Class C  | &nbsp;&nbsp; 5893 | &nbsp;&nbsp; 1690466 |
| Meta Platforms, Inc., Class A  | &nbsp;&nbsp; 2756 | &nbsp;&nbsp; 1576790 |
|  |  | &nbsp;&nbsp; 5377084 |
| Internet Services & Infrastructure - 0.0%\*  | Internet Services & Infrastructure - 0.0%\*  | Internet Services & Infrastructure - 0.0%\*  |
| Akamai Technologies, Inc. (a) | &nbsp;&nbsp; 169 | &nbsp;&nbsp; 19410 |
| GoDaddy, Inc., Class A (a) | &nbsp;&nbsp; 183 | &nbsp;&nbsp; 15128 |
| VeriSign, Inc.  | &nbsp;&nbsp; 103 | &nbsp;&nbsp; 25581 |
|  |  | &nbsp;&nbsp; 60119 |
| Investment Banking & Brokerage - 0.5%  | Investment Banking & Brokerage - 0.5%  | Investment Banking & Brokerage - 0.5%  |
| Charles Schwab Corp.  | &nbsp;&nbsp; 2101 | &nbsp;&nbsp; 197452 |
| Goldman Sachs Group, Inc.  | &nbsp;&nbsp; 378 | &nbsp;&nbsp; 319784 |
| &nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., <br> Class A <br>| &nbsp;&nbsp; 582 | &nbsp;&nbsp; 39035 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

4 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Morgan Stanley  | &nbsp;&nbsp; 1514 | &nbsp;&nbsp; $249159 |
| &nbsp;&nbsp;&nbsp; Raymond James Financial, <br> Inc. <br>| &nbsp;&nbsp; 227 | &nbsp;&nbsp; 32868 |
| &nbsp;&nbsp;&nbsp; Robinhood Markets, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 991 | &nbsp;&nbsp; 68676 |
|  |  | &nbsp;&nbsp; 906974 |
| IT Consulting & Other Services - 0.3%  | IT Consulting & Other Services - 0.3%  | IT Consulting & Other Services - 0.3%  |
| Accenture PLC, Class A  | &nbsp;&nbsp; 774 | &nbsp;&nbsp; 153476 |
| &nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., Class A <br>| &nbsp;&nbsp; 597 | &nbsp;&nbsp; 36626 |
| EPAM Systems, Inc. (a) | &nbsp;&nbsp; 59 | &nbsp;&nbsp; 7989 |
| Gartner, Inc. (a) | &nbsp;&nbsp; 97 | &nbsp;&nbsp; 15359 |
| &nbsp;&nbsp;&nbsp; International Business <br> Machines Corp. <br>| &nbsp;&nbsp; 1177 | &nbsp;&nbsp; 285293 |
|  |  | &nbsp;&nbsp; 498743 |
| Leisure Products - 0.0%\*  | Leisure Products - 0.0%\*  | Leisure Products - 0.0%\*  |
| Hasbro, Inc.  | &nbsp;&nbsp; 168 | &nbsp;&nbsp; 15725 |
| Life & Health Insurance - 0.1%  | Life & Health Insurance - 0.1%  | Life & Health Insurance - 0.1%  |
| Aflac, Inc.  | &nbsp;&nbsp; 585 | &nbsp;&nbsp; 64180 |
| Globe Life, Inc.  | &nbsp;&nbsp; 109 | &nbsp;&nbsp; 15170 |
| MetLife, Inc.  | &nbsp;&nbsp; 689 | &nbsp;&nbsp; 48726 |
| Principal Financial Group, Inc.  | &nbsp;&nbsp; 245 | &nbsp;&nbsp; 22077 |
| Prudential Financial, Inc.  | &nbsp;&nbsp; 435 | &nbsp;&nbsp; 42495 |
|  |  | &nbsp;&nbsp; 192648 |
| Life Sciences Tools & Services - 0.3%  | Life Sciences Tools & Services - 0.3%  | Life Sciences Tools & Services - 0.3%  |
| Agilent Technologies, Inc.  | &nbsp;&nbsp; 353 | &nbsp;&nbsp; 40235 |
| Bio-Techne Corp.  | &nbsp;&nbsp; 190 | &nbsp;&nbsp; 9929 |
| &nbsp;&nbsp;&nbsp; Charles River Laboratories <br> International, Inc. (a)<br>| &nbsp;&nbsp; 53 | &nbsp;&nbsp; 9142 |
| Danaher Corp.  | &nbsp;&nbsp; 791 | &nbsp;&nbsp; 149974 |
| IQVIA Holdings, Inc. (a) | &nbsp;&nbsp; 205 | &nbsp;&nbsp; 34961 |
| &nbsp;&nbsp;&nbsp; Mettler-Toledo International, <br> Inc. (a)<br>| &nbsp;&nbsp; 25 | &nbsp;&nbsp; 31530 |
| Revvity, Inc.  | &nbsp;&nbsp; 126 | &nbsp;&nbsp; 11039 |
| Thermo Fisher Scientific, Inc.  | &nbsp;&nbsp; 473 | &nbsp;&nbsp; 232494 |
| Waters Corp. (a) | &nbsp;&nbsp; 128 | &nbsp;&nbsp; 38118 |
| &nbsp;&nbsp;&nbsp; West Pharmaceutical <br> Services, Inc. <br>| &nbsp;&nbsp; 89 | &nbsp;&nbsp; 22307 |
|  |  | &nbsp;&nbsp; 579729 |
| Managed Healthcare - 0.2%  | Managed Healthcare - 0.2%  | Managed Healthcare - 0.2%  |
| Centene Corp. (a) | &nbsp;&nbsp; 631 | &nbsp;&nbsp; 20659 |
| Elevance Health, Inc.  | &nbsp;&nbsp; 277 | &nbsp;&nbsp; 81092 |
| Humana, Inc.  | &nbsp;&nbsp; 154 | &nbsp;&nbsp; 26702 |
| UnitedHealth Group, Inc.  | &nbsp;&nbsp; 1140 | &nbsp;&nbsp; 308472 |
|  |  | &nbsp;&nbsp; 436925 |
| Metal, Glass & Plastic Containers - 0.0%\*  | Metal, Glass & Plastic Containers - 0.0%\*  | Metal, Glass & Plastic Containers - 0.0%\*  |
| Ball Corp.  | &nbsp;&nbsp; 332 | &nbsp;&nbsp; 19625 |
| Movies & Entertainment - 0.5%  | Movies & Entertainment - 0.5%  | Movies & Entertainment - 0.5%  |
| &nbsp;&nbsp;&nbsp; Live Nation Entertainment, Inc. <br> (a)<br>| &nbsp;&nbsp; 197 | &nbsp;&nbsp; 30044 |
| Netflix, Inc. (a) | &nbsp;&nbsp; 5318 | &nbsp;&nbsp; 511326 |
| TKO Group Holdings, Inc.  | &nbsp;&nbsp; 89 | &nbsp;&nbsp; 17947 |
| Walt Disney Co.  | &nbsp;&nbsp; 2229 | &nbsp;&nbsp; 214831 |
| &nbsp;&nbsp;&nbsp; Warner Bros Discovery, Inc. <br> (a)<br>| &nbsp;&nbsp; 3111 | &nbsp;&nbsp; 85428 |
|  |  | &nbsp;&nbsp; 859576 |
| Multi-Family Residential REITs - 0.1%  | Multi-Family Residential REITs - 0.1%  | Multi-Family Residential REITs - 0.1%  |
| AvalonBay Communities, Inc.  | &nbsp;&nbsp; 184 | &nbsp;&nbsp; 30056 |
| Camden Property Trust  | &nbsp;&nbsp; 140 | &nbsp;&nbsp; 13672 |
| Equity Residential  | &nbsp;&nbsp; 450 | &nbsp;&nbsp; 26618 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Essex Property Trust, Inc.  | &nbsp;&nbsp; 80 | &nbsp;&nbsp; $19360 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartment <br> Communities, Inc. <br>| &nbsp;&nbsp; 158 | &nbsp;&nbsp; 19295 |
| UDR, Inc.  | &nbsp;&nbsp; 369 | &nbsp;&nbsp; 12465 |
|  |  | &nbsp;&nbsp; 121466 |
| Multi-Sector Holdings - 0.6%  | Multi-Sector Holdings - 0.6%  | Multi-Sector Holdings - 0.6%  |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., <br> Class B (a)<br>| &nbsp;&nbsp; 2310 | &nbsp;&nbsp; 1106952 |
| Multi-Utilities - 0.3%  | Multi-Utilities - 0.3%  | Multi-Utilities - 0.3%  |
| Ameren Corp.  | &nbsp;&nbsp; 353 | &nbsp;&nbsp; 38802 |
| CenterPoint Energy, Inc.  | &nbsp;&nbsp; 844 | &nbsp;&nbsp; 36427 |
| CMS Energy Corp.  | &nbsp;&nbsp; 392 | &nbsp;&nbsp; 30411 |
| Consolidated Edison, Inc.  | &nbsp;&nbsp; 452 | &nbsp;&nbsp; 51157 |
| Dominion Energy, Inc.  | &nbsp;&nbsp; 1070 | &nbsp;&nbsp; 66147 |
| DTE Energy Co.  | &nbsp;&nbsp; 252 | &nbsp;&nbsp; 36848 |
| NiSource, Inc.  | &nbsp;&nbsp; 613 | &nbsp;&nbsp; 28603 |
| &nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc. <br>| &nbsp;&nbsp; 625 | &nbsp;&nbsp; 50594 |
| Sempra  | &nbsp;&nbsp; 819 | &nbsp;&nbsp; 79582 |
| WEC Energy Group, Inc.  | &nbsp;&nbsp; 407 | &nbsp;&nbsp; 47118 |
|  |  | &nbsp;&nbsp; 465689 |
| Office REITs - 0.0%\*  | Office REITs - 0.0%\*  | Office REITs - 0.0%\*  |
| BXP, Inc.  | &nbsp;&nbsp; 159 | &nbsp;&nbsp; 8252 |
| Oil & Gas Equipment & Services - 0.1%  | Oil & Gas Equipment & Services - 0.1%  | Oil & Gas Equipment & Services - 0.1%  |
| Baker Hughes Co.  | &nbsp;&nbsp; 1240 | &nbsp;&nbsp; 75702 |
| Halliburton Co.  | &nbsp;&nbsp; 1046 | &nbsp;&nbsp; 40784 |
| SLB Ltd.  | &nbsp;&nbsp; 1877 | &nbsp;&nbsp; 96459 |
|  |  | &nbsp;&nbsp; 212945 |
| Oil & Gas Exploration & Production - 0.3%  | Oil & Gas Exploration & Production - 0.3%  | Oil & Gas Exploration & Production - 0.3%  |
| APA Corp.  | &nbsp;&nbsp; 438 | &nbsp;&nbsp; 18589 |
| ConocoPhillips  | &nbsp;&nbsp; 1541 | &nbsp;&nbsp; 203412 |
| Coterra Energy, Inc.  | &nbsp;&nbsp; 946 | &nbsp;&nbsp; 33242 |
| Devon Energy Corp.  | &nbsp;&nbsp; 774 | &nbsp;&nbsp; 38948 |
| Diamondback Energy, Inc.  | &nbsp;&nbsp; 233 | &nbsp;&nbsp; 46085 |
| EOG Resources, Inc.  | &nbsp;&nbsp; 681 | &nbsp;&nbsp; 98452 |
| EQT Corp.  | &nbsp;&nbsp; 781 | &nbsp;&nbsp; 49703 |
| Expand Energy Corp.  | &nbsp;&nbsp; 310 | &nbsp;&nbsp; 34032 |
| Texas Pacific Land Corp.  | &nbsp;&nbsp; 72 | &nbsp;&nbsp; 34168 |
|  |  | &nbsp;&nbsp; 556631 |
| Oil & Gas Refining & Marketing - 0.2%  | Oil & Gas Refining & Marketing - 0.2%  | Oil & Gas Refining & Marketing - 0.2%  |
| Marathon Petroleum Corp.  | &nbsp;&nbsp; 370 | &nbsp;&nbsp; 90346 |
| Phillips 66 Co.  | &nbsp;&nbsp; 506 | &nbsp;&nbsp; 92183 |
| Valero Energy Corp.  | &nbsp;&nbsp; 383 | &nbsp;&nbsp; 94632 |
|  |  | &nbsp;&nbsp; 277161 |
| Oil & Gas Storage & Transportation - 0.2%  | Oil & Gas Storage & Transportation - 0.2%  | Oil & Gas Storage & Transportation - 0.2%  |
| Kinder Morgan, Inc.  | &nbsp;&nbsp; 2457 | &nbsp;&nbsp; 82383 |
| ONEOK, Inc.  | &nbsp;&nbsp; 789 | &nbsp;&nbsp; 71318 |
| Targa Resources Corp.  | &nbsp;&nbsp; 269 | &nbsp;&nbsp; 67446 |
| Williams Cos., Inc.  | &nbsp;&nbsp; 1534 | &nbsp;&nbsp; 111645 |
|  |  | &nbsp;&nbsp; 332792 |
| Other Specialized REITs - 0.0%\*  | Other Specialized REITs - 0.0%\*  | Other Specialized REITs - 0.0%\*  |
| Iron Mountain, Inc.  | &nbsp;&nbsp; 386 | &nbsp;&nbsp; 39426 |
| VICI Properties, Inc.  | &nbsp;&nbsp; 1396 | &nbsp;&nbsp; 38139 |
|  |  | &nbsp;&nbsp; 77565 |
| Other Specialty Retail - 0.0%\*  | Other Specialty Retail - 0.0%\*  | Other Specialty Retail - 0.0%\*  |
| Tractor Supply Co.  | &nbsp;&nbsp; 689 | &nbsp;&nbsp; 31212 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 5

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Ulta Beauty, Inc. (a) | &nbsp;&nbsp; 55 | &nbsp;&nbsp; $28749 |
|  |  | &nbsp;&nbsp; 59961 |
| Packaged Foods & Meats - 0.1%  | Packaged Foods & Meats - 0.1%  | Packaged Foods & Meats - 0.1%  |
| Campbell's Co.  | &nbsp;&nbsp; 249 | &nbsp;&nbsp; 5545 |
| Conagra Brands, Inc.  | &nbsp;&nbsp; 642 | &nbsp;&nbsp; 10092 |
| General Mills, Inc.  | &nbsp;&nbsp; 663 | &nbsp;&nbsp; 24677 |
| Hershey Co.  | &nbsp;&nbsp; 185 | &nbsp;&nbsp; 38460 |
| Hormel Foods Corp.  | &nbsp;&nbsp; 389 | &nbsp;&nbsp; 8811 |
| J.M. Smucker Co.  | &nbsp;&nbsp; 148 | &nbsp;&nbsp; 14273 |
| Kraft Heinz Co.  | &nbsp;&nbsp; 1058 | &nbsp;&nbsp; 23794 |
| McCormick & Co., Inc.  | &nbsp;&nbsp; 342 | &nbsp;&nbsp; 17251 |
| &nbsp;&nbsp;&nbsp; Mondelez International, Inc., <br> Class A <br>| &nbsp;&nbsp; 1609 | &nbsp;&nbsp; 92743 |
| Tyson Foods, Inc., Class A  | &nbsp;&nbsp; 349 | &nbsp;&nbsp; 22360 |
|  |  | &nbsp;&nbsp; 258006 |
| Paper & Plastic Packaging Products & Materials - 0.1%  | Paper & Plastic Packaging Products & Materials - 0.1%  | Paper & Plastic Packaging Products & Materials - 0.1%  |
| Amcor PLC  | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 23850 |
| Avery Dennison Corp.  | &nbsp;&nbsp; 89 | &nbsp;&nbsp; 15369 |
| International Paper Co.  | &nbsp;&nbsp; 655 | &nbsp;&nbsp; 23383 |
| Packaging Corp. of America  | &nbsp;&nbsp; 111 | &nbsp;&nbsp; 23556 |
| Smurfit Westrock PLC  | &nbsp;&nbsp; 649 | &nbsp;&nbsp; 25863 |
|  |  | &nbsp;&nbsp; 112021 |
| Passenger Airlines - 0.1%  | Passenger Airlines - 0.1%  | Passenger Airlines - 0.1%  |
| Delta Air Lines, Inc.  | &nbsp;&nbsp; 813 | &nbsp;&nbsp; 54048 |
| Southwest Airlines Co.  | &nbsp;&nbsp; 611 | &nbsp;&nbsp; 22955 |
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. <br> (a)<br>| &nbsp;&nbsp; 392 | &nbsp;&nbsp; 36092 |
|  |  | &nbsp;&nbsp; 113095 |
| Passenger Ground Transportation - 0.1%  | Passenger Ground Transportation - 0.1%  | Passenger Ground Transportation - 0.1%  |
| Uber Technologies, Inc. (a) | &nbsp;&nbsp; 2589 | &nbsp;&nbsp; 186227 |
| Personal Care Products - 0.0%\*  | Personal Care Products - 0.0%\*  | Personal Care Products - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc., <br> Class A <br>| &nbsp;&nbsp; 316 | &nbsp;&nbsp; 22679 |
| Kenvue, Inc.  | &nbsp;&nbsp; 2394 | &nbsp;&nbsp; 41273 |
|  |  | &nbsp;&nbsp; 63952 |
| Pharmaceuticals - 1.4%  | Pharmaceuticals - 1.4%  | Pharmaceuticals - 1.4%  |
| Bristol-Myers Squibb Co.  | &nbsp;&nbsp; 2561 | &nbsp;&nbsp; 155325 |
| Eli Lilly & Co.  | &nbsp;&nbsp; 998 | &nbsp;&nbsp; 917930 |
| Johnson & Johnson  | &nbsp;&nbsp; 3036 | &nbsp;&nbsp; 742120 |
| Merck & Co., Inc.  | &nbsp;&nbsp; 3125 | &nbsp;&nbsp; 375906 |
| Pfizer, Inc.  | &nbsp;&nbsp; 7153 | &nbsp;&nbsp; 200856 |
| Viatris, Inc.  | &nbsp;&nbsp; 1425 | &nbsp;&nbsp; 19252 |
| Zoetis, Inc.  | &nbsp;&nbsp; 529 | &nbsp;&nbsp; 62533 |
|  |  | &nbsp;&nbsp; 2473922 |
| Property & Casualty Insurance - 0.4%  | Property & Casualty Insurance - 0.4%  | Property & Casualty Insurance - 0.4%  |
| Allstate Corp.  | &nbsp;&nbsp; 326 | &nbsp;&nbsp; 67593 |
| &nbsp;&nbsp;&nbsp; American International Group, <br> Inc. <br>| &nbsp;&nbsp; 671 | &nbsp;&nbsp; 50493 |
| Arch Capital Group Ltd. (a) | &nbsp;&nbsp; 447 | &nbsp;&nbsp; 42907 |
| Assurant, Inc.  | &nbsp;&nbsp; 64 | &nbsp;&nbsp; 13940 |
| Chubb Ltd.  | &nbsp;&nbsp; 457 | &nbsp;&nbsp; 148950 |
| Cincinnati Financial Corp.  | &nbsp;&nbsp; 201 | &nbsp;&nbsp; 31627 |
| Erie Indemnity Co., Class A  | &nbsp;&nbsp; 33 | &nbsp;&nbsp; 8293 |
| Hartford Insurance Group, Inc.  | &nbsp;&nbsp; 349 | &nbsp;&nbsp; 47195 |
| Loews Corp.  | &nbsp;&nbsp; 220 | &nbsp;&nbsp; 23483 |
| Progressive Corp.  | &nbsp;&nbsp; 737 | &nbsp;&nbsp; 146103 |
| Travelers Cos., Inc.  | &nbsp;&nbsp; 271 | &nbsp;&nbsp; 79045 |
| W.R. Berkley Corp.  | &nbsp;&nbsp; 370 | &nbsp;&nbsp; 24524 |
|  |  | &nbsp;&nbsp; 684153 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Publishing - 0.0%\*  | Publishing - 0.0%\*  | Publishing - 0.0%\*  |
| News Corp., Class A  | &nbsp;&nbsp; 495 | &nbsp;&nbsp; $12340 |
| News Corp., Class B  | &nbsp;&nbsp; 142 | &nbsp;&nbsp; 4049 |
|  |  | &nbsp;&nbsp; 16389 |
| Rail Transportation - 0.2%  | Rail Transportation - 0.2%  | Rail Transportation - 0.2%  |
| CSX Corp.  | &nbsp;&nbsp; 2334 | &nbsp;&nbsp; 95811 |
| Norfolk Southern Corp.  | &nbsp;&nbsp; 282 | &nbsp;&nbsp; 80934 |
| Union Pacific Corp.  | &nbsp;&nbsp; 746 | &nbsp;&nbsp; 180994 |
|  |  | &nbsp;&nbsp; 357739 |
| Real Estate Services - 0.0%\*  | Real Estate Services - 0.0%\*  | Real Estate Services - 0.0%\*  |
| CBRE Group, Inc., Class A (a) | &nbsp;&nbsp; 364 | &nbsp;&nbsp; 49308 |
| CoStar Group, Inc. (a) | &nbsp;&nbsp; 551 | &nbsp;&nbsp; 22227 |
|  |  | &nbsp;&nbsp; 71535 |
| Regional Banks - 0.1%  | Regional Banks - 0.1%  | Regional Banks - 0.1%  |
| Citizens Financial Group, Inc.  | &nbsp;&nbsp; 553 | &nbsp;&nbsp; 33163 |
| Huntington Bancshares, Inc.  | &nbsp;&nbsp; 2467 | &nbsp;&nbsp; 38609 |
| M&T Bank Corp.  | &nbsp;&nbsp; 190 | &nbsp;&nbsp; 39277 |
| Regions Financial Corp.  | &nbsp;&nbsp; 1080 | &nbsp;&nbsp; 28210 |
| Truist Financial Corp.  | &nbsp;&nbsp; 1583 | &nbsp;&nbsp; 72770 |
|  |  | &nbsp;&nbsp; 212029 |
| Reinsurance - 0.0%\*  | Reinsurance - 0.0%\*  | Reinsurance - 0.0%\*  |
| Everest Group Ltd.  | &nbsp;&nbsp; 50 | &nbsp;&nbsp; 16343 |
| Research & Consulting Services - 0.1%  | Research & Consulting Services - 0.1%  | Research & Consulting Services - 0.1%  |
| Equifax, Inc.  | &nbsp;&nbsp; 144 | &nbsp;&nbsp; 25930 |
| Jacobs Solutions, Inc.  | &nbsp;&nbsp; 145 | &nbsp;&nbsp; 18456 |
| Leidos Holdings, Inc.  | &nbsp;&nbsp; 166 | &nbsp;&nbsp; 25816 |
| Verisk Analytics, Inc.  | &nbsp;&nbsp; 182 | &nbsp;&nbsp; 34535 |
|  |  | &nbsp;&nbsp; 104737 |
| Restaurants - 0.3%  | Restaurants - 0.3%  | Restaurants - 0.3%  |
| Chipotle Mexican Grill, Inc. (a) | &nbsp;&nbsp; 1631 | &nbsp;&nbsp; 52208 |
| Darden Restaurants, Inc.  | &nbsp;&nbsp; 143 | &nbsp;&nbsp; 28034 |
| Domino's Pizza, Inc.  | &nbsp;&nbsp; 35 | &nbsp;&nbsp; 12558 |
| DoorDash, Inc., Class A (a) | &nbsp;&nbsp; 469 | &nbsp;&nbsp; 70420 |
| McDonald's Corp.  | &nbsp;&nbsp; 896 | &nbsp;&nbsp; 278468 |
| Starbucks Corp.  | &nbsp;&nbsp; 1432 | &nbsp;&nbsp; 128293 |
| Yum! Brands, Inc.  | &nbsp;&nbsp; 348 | &nbsp;&nbsp; 54107 |
|  |  | &nbsp;&nbsp; 624088 |
| Retail REITs - 0.1%  | Retail REITs - 0.1%  | Retail REITs - 0.1%  |
| &nbsp;&nbsp;&nbsp; Federal Realty Investment <br> Trust <br>| &nbsp;&nbsp; 96 | &nbsp;&nbsp; 10196 |
| Kimco Realty Corp.  | &nbsp;&nbsp; 910 | &nbsp;&nbsp; 20448 |
| Realty Income Corp.  | &nbsp;&nbsp; 1154 | &nbsp;&nbsp; 70602 |
| Regency Centers Corp.  | &nbsp;&nbsp; 189 | &nbsp;&nbsp; 14300 |
| Simon Property Group, Inc.  | &nbsp;&nbsp; 408 | &nbsp;&nbsp; 76104 |
|  |  | &nbsp;&nbsp; 191650 |
| Self Storage REITs - 0.1%  | Self Storage REITs - 0.1%  | Self Storage REITs - 0.1%  |
| Extra Space Storage, Inc.  | &nbsp;&nbsp; 277 | &nbsp;&nbsp; 36323 |
| Public Storage  | &nbsp;&nbsp; 198 | &nbsp;&nbsp; 53634 |
|  |  | &nbsp;&nbsp; 89957 |
| Semiconductor Materials & Equipment - 0.6%  | Semiconductor Materials & Equipment - 0.6%  | Semiconductor Materials & Equipment - 0.6%  |
| Applied Materials, Inc.  | &nbsp;&nbsp; 999 | &nbsp;&nbsp; 341448 |
| KLA Corp.  | &nbsp;&nbsp; 165 | &nbsp;&nbsp; 242948 |
| Lam Research Corp.  | &nbsp;&nbsp; 1572 | &nbsp;&nbsp; 335873 |
| Qnity Electronics, Inc.  | &nbsp;&nbsp; 273 | &nbsp;&nbsp; 31499 |
| Teradyne, Inc.  | &nbsp;&nbsp; 196 | &nbsp;&nbsp; 58106 |
|  |  | &nbsp;&nbsp; 1009874 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

6 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| Semiconductors - 5.0%  | Semiconductors - 5.0%  | Semiconductors - 5.0%  |
| &nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. <br> (a)<br>| &nbsp;&nbsp; 2053 | &nbsp;&nbsp; $417642 |
| Analog Devices, Inc.  | &nbsp;&nbsp; 615 | &nbsp;&nbsp; 195656 |
| Broadcom, Inc.  | &nbsp;&nbsp; 5975 | &nbsp;&nbsp; 1849322 |
| First Solar, Inc. (a) | &nbsp;&nbsp; 138 | &nbsp;&nbsp; 27222 |
| Intel Corp. (a) | &nbsp;&nbsp; 5904 | &nbsp;&nbsp; 260544 |
| Microchip Technology, Inc.  | &nbsp;&nbsp; 676 | &nbsp;&nbsp; 43676 |
| Micron Technology, Inc.  | &nbsp;&nbsp; 1418 | &nbsp;&nbsp; 479057 |
| &nbsp;&nbsp;&nbsp; Monolithic Power Systems, <br> Inc. <br>| &nbsp;&nbsp; 61 | &nbsp;&nbsp; 66694 |
| NVIDIA Corp.  | &nbsp;&nbsp; 30584 | &nbsp;&nbsp; 5333850 |
| ON Semiconductor Corp. (a) | &nbsp;&nbsp; 491 | &nbsp;&nbsp; 30403 |
| QUALCOMM, Inc.  | &nbsp;&nbsp; 1342 | &nbsp;&nbsp; 172823 |
| Skyworks Solutions, Inc.  | &nbsp;&nbsp; 204 | &nbsp;&nbsp; 10924 |
| Texas Instruments, Inc.  | &nbsp;&nbsp; 1142 | &nbsp;&nbsp; 221708 |
|  |  | &nbsp;&nbsp; 9109521 |
| Single-Family Residential REITs - 0.0%\*  | Single-Family Residential REITs - 0.0%\*  | Single-Family Residential REITs - 0.0%\*  |
| Invitation Homes, Inc.  | &nbsp;&nbsp; 655 | &nbsp;&nbsp; 16277 |
| Soft Drinks & Non-alcoholic Beverages - 0.4%  | Soft Drinks & Non-alcoholic Beverages - 0.4%  | Soft Drinks & Non-alcoholic Beverages - 0.4%  |
| Coca-Cola Co.  | &nbsp;&nbsp; 4875 | &nbsp;&nbsp; 370744 |
| Keurig Dr. Pepper, Inc.  | &nbsp;&nbsp; 1699 | &nbsp;&nbsp; 44734 |
| Monster Beverage Corp. (a) | &nbsp;&nbsp; 894 | &nbsp;&nbsp; 64779 |
| PepsiCo, Inc.  | &nbsp;&nbsp; 1720 | &nbsp;&nbsp; 267099 |
|  |  | &nbsp;&nbsp; 747356 |
| Specialty Chemicals - 0.2%  | Specialty Chemicals - 0.2%  | Specialty Chemicals - 0.2%  |
| Albemarle Corp.  | &nbsp;&nbsp; 146 | &nbsp;&nbsp; 26211 |
| DuPont de Nemours, Inc.  | &nbsp;&nbsp; 544 | &nbsp;&nbsp; 24915 |
| Ecolab, Inc.  | &nbsp;&nbsp; 320 | &nbsp;&nbsp; 85126 |
| &nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc. <br>| &nbsp;&nbsp; 318 | &nbsp;&nbsp; 23071 |
| PPG Industries, Inc.  | &nbsp;&nbsp; 279 | &nbsp;&nbsp; 29820 |
| Sherwin-Williams Co.  | &nbsp;&nbsp; 289 | &nbsp;&nbsp; 92639 |
|  |  | &nbsp;&nbsp; 281782 |
| Steel - 0.0%\*  | Steel - 0.0%\*  | Steel - 0.0%\*  |
| Nucor Corp.  | &nbsp;&nbsp; 286 | &nbsp;&nbsp; 48363 |
| Steel Dynamics, Inc.  | &nbsp;&nbsp; 177 | &nbsp;&nbsp; 31860 |
|  |  | &nbsp;&nbsp; 80223 |
| Systems Software - 2.4%  | Systems Software - 2.4%  | Systems Software - 2.4%  |
| &nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., <br> Class A (a)<br>| &nbsp;&nbsp; 317 | &nbsp;&nbsp; 123760 |
| Fortinet, Inc. (a) | &nbsp;&nbsp; 792 | &nbsp;&nbsp; 64722 |
| Gen Digital, Inc.  | &nbsp;&nbsp; 677 | &nbsp;&nbsp; 12748 |
| Microsoft Corp.  | &nbsp;&nbsp; 9358 | &nbsp;&nbsp; 3464051 |
| Oracle Corp.  | &nbsp;&nbsp; 2135 | &nbsp;&nbsp; 314080 |
| Palo Alto Networks, Inc. (a) | &nbsp;&nbsp; 1016 | &nbsp;&nbsp; 162885 |
| ServiceNow, Inc. (a) | &nbsp;&nbsp; 1315 | &nbsp;&nbsp; 137483 |
|  |  | &nbsp;&nbsp; 4279729 |
| Technology Distributors - 0.0%\*  | Technology Distributors - 0.0%\*  | Technology Distributors - 0.0%\*  |
| CDW Corp.  | &nbsp;&nbsp; 161 | &nbsp;&nbsp; 19484 |
| Technology Hardware, Storage & Peripherals - 2.9%  | Technology Hardware, Storage & Peripherals - 2.9%  | Technology Hardware, Storage & Peripherals - 2.9%  |
| Apple, Inc.  | &nbsp;&nbsp; 18478 | &nbsp;&nbsp; 4689532 |
| &nbsp;&nbsp;&nbsp; Dell Technologies, Inc., <br> Class C <br>| &nbsp;&nbsp; 372 | &nbsp;&nbsp; 61056 |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise <br> Co. <br>| &nbsp;&nbsp; 1722 | &nbsp;&nbsp; 41001 |
| HP, Inc.  | &nbsp;&nbsp; 1138 | &nbsp;&nbsp; 21861 |
| NetApp, Inc.  | &nbsp;&nbsp; 259 | &nbsp;&nbsp; 26519 |
| Sandisk Corp. (a) | &nbsp;&nbsp; 186 | &nbsp;&nbsp; 118173 |

---

---

| | | |
|:---|:---|:---|
|  | **Number**<br> **of Shares**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Seagate Technology Holdings <br> PLC <br>| &nbsp;&nbsp; 274 | &nbsp;&nbsp; $107342 |
| Super Micro Computer, Inc. (a) | &nbsp;&nbsp; 623 | &nbsp;&nbsp; 14186 |
| Western Digital Corp.  | &nbsp;&nbsp; 426 | &nbsp;&nbsp; 115229 |
|  |  | &nbsp;&nbsp; 5194899 |
| Telecom Tower REITs - 0.1%  | Telecom Tower REITs - 0.1%  | Telecom Tower REITs - 0.1%  |
| American Tower Corp.  | &nbsp;&nbsp; 588 | &nbsp;&nbsp; 101477 |
| Crown Castle, Inc.  | &nbsp;&nbsp; 545 | &nbsp;&nbsp; 44314 |
| SBA Communications Corp.  | &nbsp;&nbsp; 132 | &nbsp;&nbsp; 22719 |
|  |  | &nbsp;&nbsp; 168510 |
| Timber REITs - 0.0%\*  | Timber REITs - 0.0%\*  | Timber REITs - 0.0%\*  |
| Weyerhaeuser Co.  | &nbsp;&nbsp; 893 | &nbsp;&nbsp; 21816 |
| Tobacco - 0.3%  | Tobacco - 0.3%  | Tobacco - 0.3%  |
| Altria Group, Inc.  | &nbsp;&nbsp; 2110 | &nbsp;&nbsp; 139239 |
| Philip Morris International, Inc.  | &nbsp;&nbsp; 1960 | &nbsp;&nbsp; 324066 |
|  |  | &nbsp;&nbsp; 463305 |
| Trading Companies & Distributors - 0.1%  | Trading Companies & Distributors - 0.1%  | Trading Companies & Distributors - 0.1%  |
| Fastenal Co.  | &nbsp;&nbsp; 1439 | &nbsp;&nbsp; 66770 |
| United Rentals, Inc.  | &nbsp;&nbsp; 79 | &nbsp;&nbsp; 57556 |
| WW Grainger, Inc.  | &nbsp;&nbsp; 55 | &nbsp;&nbsp; 59994 |
|  |  | &nbsp;&nbsp; 184320 |
| Transaction & Payment Processing Services - 0.8%  | Transaction & Payment Processing Services - 0.8%  | Transaction & Payment Processing Services - 0.8%  |
| Block, Inc. (a) | &nbsp;&nbsp; 684 | &nbsp;&nbsp; 41163 |
| Corpay, Inc. (a) | &nbsp;&nbsp; 87 | &nbsp;&nbsp; 25316 |
| &nbsp;&nbsp;&nbsp; Fidelity National Information <br> Services, Inc. <br>| &nbsp;&nbsp; 668 | &nbsp;&nbsp; 31336 |
| Fiserv, Inc. (a) | &nbsp;&nbsp; 652 | &nbsp;&nbsp; 36382 |
| Global Payments, Inc.  | &nbsp;&nbsp; 295 | &nbsp;&nbsp; 19854 |
| Jack Henry & Associates, Inc.  | &nbsp;&nbsp; 96 | &nbsp;&nbsp; 15172 |
| Mastercard, Inc., Class A  | &nbsp;&nbsp; 1026 | &nbsp;&nbsp; 512651 |
| PayPal Holdings, Inc.  | &nbsp;&nbsp; 1152 | &nbsp;&nbsp; 52105 |
| Visa, Inc., Class A  | &nbsp;&nbsp; 2118 | &nbsp;&nbsp; 640144 |
|  |  | &nbsp;&nbsp; 1374123 |
| Water Utilities - 0.0%\*  | Water Utilities - 0.0%\*  | Water Utilities - 0.0%\*  |
| &nbsp;&nbsp;&nbsp; American Water Works Co., <br> Inc. <br>| &nbsp;&nbsp; 254 | &nbsp;&nbsp; 34567 |
| Wireless Telecommunication Services - 0.1%  | Wireless Telecommunication Services - 0.1%  | Wireless Telecommunication Services - 0.1%  |
| T-Mobile U.S., Inc.  | &nbsp;&nbsp; 595 | &nbsp;&nbsp; 124968 |
| &nbsp;&nbsp;&nbsp; **Total Common Stock** <br>(Cost $38,426,696)<br>|  | &nbsp;&nbsp; 70214878 |
| &nbsp;&nbsp;&nbsp; **Total Domestic Equity** <br>(Cost $38,426,696)<br>|  | &nbsp;&nbsp; 70214878 |
| **Foreign Equity - 0.1%**  | **Foreign Equity - 0.1%**  | **Foreign Equity - 0.1%**  |
| **Common Stock - 0.1%**  | **Common Stock - 0.1%**  | **Common Stock - 0.1%**  |
| Electronic Manufacturing Services - 0.1%  | Electronic Manufacturing Services - 0.1%  | Electronic Manufacturing Services - 0.1%  |
| TE Connectivity PLC  | &nbsp;&nbsp; 368 | &nbsp;&nbsp; 76919 |
| Semiconductors - 0.0%\*  | Semiconductors - 0.0%\*  | Semiconductors - 0.0%\*  |
| NXP Semiconductors NV  | &nbsp;&nbsp; 315 | &nbsp;&nbsp; 62011 |
| &nbsp;&nbsp;&nbsp; **Total Common Stock** <br>(Cost $97,742)<br>|  | &nbsp;&nbsp; 138930 |
| &nbsp;&nbsp;&nbsp; **Total Foreign Equity** <br>(Cost $97,742)<br>|  | &nbsp;&nbsp; 138930 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 7

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount**<br>| **Fair** <br>**Value**<br>|
| **Bonds and Notes - 35.5%**  | **Bonds and Notes - 35.5%**  | **Bonds and Notes - 35.5%**  |
| U.S. Treasuries - 14.6%  | U.S. Treasuries - 14.6%  | U.S. Treasuries - 14.6%  |
| U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.25% 08/15/46  | &nbsp;&nbsp; $586000 | &nbsp;&nbsp; $381816 |
| &nbsp;&nbsp;&nbsp; 3.00% 08/15/48  | &nbsp;&nbsp; 1636600 | &nbsp;&nbsp; 1200855 |
| &nbsp;&nbsp;&nbsp; 4.13% 08/15/53  | &nbsp;&nbsp; 1454000 | &nbsp;&nbsp; 1275431 |
| &nbsp;&nbsp;&nbsp; 4.38% 08/15/43  | &nbsp;&nbsp; 506000 | &nbsp;&nbsp; 477617 |
| &nbsp;&nbsp;&nbsp; 4.75% 08/15/55  | &nbsp;&nbsp; 1614000 | &nbsp;&nbsp; 1572389 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Inflation-Indexed <br> Notes<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.13% 01/15/31 (c) | &nbsp;&nbsp; 786434 | &nbsp;&nbsp; 739433 |
| &nbsp;&nbsp;&nbsp; 1.63% 10/15/29  | &nbsp;&nbsp; 974017 | &nbsp;&nbsp; 989408 |
| &nbsp;&nbsp;&nbsp; 1.88% 01/15/36  | &nbsp;&nbsp; 896871 | &nbsp;&nbsp; 886273 |
| U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp; 0.75% 01/31/28 (c) | &nbsp;&nbsp; 4359000 | &nbsp;&nbsp; 4123001 |
| &nbsp;&nbsp;&nbsp; 1.63% 05/15/31 (c) | &nbsp;&nbsp; 420000 | &nbsp;&nbsp; 374587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50% 10/31/27 - 12/15/28 <br> (c)<br>| &nbsp;&nbsp; 5091000 | &nbsp;&nbsp; 5055278 |
| &nbsp;&nbsp;&nbsp; 3.63% 12/31/30 (c) | &nbsp;&nbsp; 2312000 | &nbsp;&nbsp; 2280752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88% 04/30/30 - 08/15/33 <br> (c)<br>| &nbsp;&nbsp; 2723000 | &nbsp;&nbsp; 2688714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00% 07/31/29 - 07/31/32 <br> (c)<br>| &nbsp;&nbsp; 992000 | &nbsp;&nbsp; 991457 |
| &nbsp;&nbsp;&nbsp; 4.13% 02/15/27 (c) | &nbsp;&nbsp; 1600000 | &nbsp;&nbsp; 1604937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25% 11/15/34 - 08/15/35 <br> (c)<br>| &nbsp;&nbsp; 1146000 | &nbsp;&nbsp; 1142633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63% 04/30/29 - 05/31/31 <br> (c)<br>| &nbsp;&nbsp; 613000 | &nbsp;&nbsp; 628393 |
| &nbsp;&nbsp;&nbsp; Total U.S. Treasuries <br>(Cost $26,483,287)<br>|  | &nbsp;&nbsp; 26412974 |
| Agency Mortgage Backed - 7.8%  | Agency Mortgage Backed - 7.8%  | Agency Mortgage Backed - 7.8%  |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00% 04/01/43 - 10/01/49 <br> (c)<br>| &nbsp;&nbsp; 1028452 | &nbsp;&nbsp; 929500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50% 06/01/33 - 02/01/35 <br> (c)<br>| &nbsp;&nbsp; 379 | &nbsp;&nbsp; 381 |
| &nbsp;&nbsp;&nbsp; 5.00% 07/01/35 (c) | &nbsp;&nbsp; 4594 | &nbsp;&nbsp; 4675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50% 01/01/38 - 04/01/39 <br> (c)<br>| &nbsp;&nbsp; 7634 | &nbsp;&nbsp; 7914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00% 06/01/33 - 11/01/37 <br> (c)<br>| &nbsp;&nbsp; 18678 | &nbsp;&nbsp; 19587 |
| &nbsp;&nbsp;&nbsp; 6.50% 11/01/28 (c) | &nbsp;&nbsp; 92 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00% 12/01/29 - 08/01/36 <br> (c)<br>| &nbsp;&nbsp; 4798 | &nbsp;&nbsp; 5118 |
| &nbsp;&nbsp;&nbsp; 7.50% 09/01/33 (c) | &nbsp;&nbsp; 565 | &nbsp;&nbsp; 582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.00% 07/01/30 - 11/01/30 <br> (c)<br>| &nbsp;&nbsp; 473 | &nbsp;&nbsp; 485 |
| &nbsp;&nbsp;&nbsp; 8.50% 04/01/30 (c) | &nbsp;&nbsp; 1190 | &nbsp;&nbsp; 1269 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.50% 03/01/51 (c) | &nbsp;&nbsp; 520240 | &nbsp;&nbsp; 437777 |
| &nbsp;&nbsp;&nbsp; 3.00% 03/01/50 (c) | &nbsp;&nbsp; 184871 | &nbsp;&nbsp; 164783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50% 08/01/45 - 01/01/48 <br> (c)<br>| &nbsp;&nbsp; 414499 | &nbsp;&nbsp; 386621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00% 01/01/41 - 01/01/50 <br> (c)<br>| &nbsp;&nbsp; 386305 | &nbsp;&nbsp; 370675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50% 07/01/33 - 12/01/48 <br> (c)<br>| &nbsp;&nbsp; 184404 | &nbsp;&nbsp; 182036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00% 03/01/34 - 05/01/39 <br> (c)<br>| &nbsp;&nbsp; 13552 | &nbsp;&nbsp; 13779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50% 07/01/33 - 01/01/39 <br> (c)<br>| &nbsp;&nbsp; 28608 | &nbsp;&nbsp; 29598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00% 02/01/29 - 05/01/41 <br> (c)<br>| &nbsp;&nbsp; 91190 | &nbsp;&nbsp; 94737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50% 07/01/29 - 08/01/36 <br> (c)<br>| &nbsp;&nbsp; 2419 | &nbsp;&nbsp; 2544 |
| &nbsp;&nbsp;&nbsp; 7.00% 12/01/33 (c) | &nbsp;&nbsp; 146 | &nbsp;&nbsp; 155 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50% 12/01/29 - 03/01/33 <br> (c)<br>| &nbsp;&nbsp; $794 | &nbsp;&nbsp; $814 |
| &nbsp;&nbsp;&nbsp; 8.00% 09/01/30 (c) | &nbsp;&nbsp; 117 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association 1 yr. USD <br> RFUCCT + 1.60%<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.60% 04/01/37 (c)(d) | &nbsp;&nbsp; 83 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp; Government National <br> Mortgage Association<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00% 12/20/42 - 05/20/45 <br> (c)<br>| &nbsp;&nbsp; 950743 | &nbsp;&nbsp; 868048 |
| &nbsp;&nbsp;&nbsp; 3.50% 08/20/48 (c) | &nbsp;&nbsp; 159856 | &nbsp;&nbsp; 149735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00% 01/20/41 - 04/20/43 <br> (c)<br>| &nbsp;&nbsp; 79979 | &nbsp;&nbsp; 77256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50% 08/15/33 - 03/20/41 <br> (c)<br>| &nbsp;&nbsp; 32345 | &nbsp;&nbsp; 32190 |
| &nbsp;&nbsp;&nbsp; 5.00% 08/15/33 (c) | &nbsp;&nbsp; 1569 | &nbsp;&nbsp; 1592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00% 07/15/33 - 04/15/34 <br> (c)<br>| &nbsp;&nbsp; 2168 | &nbsp;&nbsp; 2240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50% 06/15/34 - 07/15/36 <br> (c)<br>| &nbsp;&nbsp; 4447 | &nbsp;&nbsp; 4628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00% 04/15/28 - 10/15/36 <br> (c)<br>| &nbsp;&nbsp; 1085 | &nbsp;&nbsp; 1129 |
| &nbsp;&nbsp;&nbsp; 7.50% 04/15/28 (c) | &nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1289 |
| &nbsp;&nbsp;&nbsp; 8.00% 05/15/30 (c) | &nbsp;&nbsp; 69 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp; Government National <br> Mortgage Association <br> REMICS 30 day USD SOFR <br> Average - 5.85%<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.18% 05/20/64 (c)(d)(e) | &nbsp;&nbsp; 565960 | &nbsp;&nbsp; 20587 |
| &nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.00% 04/01/56 (f) | &nbsp;&nbsp; 1106588 | &nbsp;&nbsp; 890610 |
| &nbsp;&nbsp;&nbsp; 2.50% 04/01/56 (f) | &nbsp;&nbsp; 3065599 | &nbsp;&nbsp; 2578371 |
| &nbsp;&nbsp;&nbsp; 3.00% 04/01/56 (f) | &nbsp;&nbsp; 3749871 | &nbsp;&nbsp; 3296755 |
| &nbsp;&nbsp;&nbsp; 3.50% 04/01/56 (f) | &nbsp;&nbsp; 3300000 | &nbsp;&nbsp; 3024031 |
| &nbsp;&nbsp;&nbsp; 6.00% 04/01/56 (f) | &nbsp;&nbsp; 400000 | &nbsp;&nbsp; 407572 |
| &nbsp;&nbsp;&nbsp; Total Agency Mortgage <br> Backed <br>(Cost $14,694,352)<br>|  | &nbsp;&nbsp; 14009430 |
| Agency Collateralized Mortgage Obligations - 0.2%  | Agency Collateralized Mortgage Obligations - 0.2%  | Agency Collateralized Mortgage Obligations - 0.2%  |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. Multifamily Structured <br> Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.51% 07/25/29  | &nbsp;&nbsp; 224000 | &nbsp;&nbsp; 213054 |
| &nbsp;&nbsp;&nbsp; 4.05% 09/25/28 (d) | &nbsp;&nbsp; 71000 | &nbsp;&nbsp; 70845 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. REMICS<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 06/15/33 (c)(e) | &nbsp;&nbsp; 1063 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp; 7.50% 07/15/27 (c)(e) | &nbsp;&nbsp; 180 | &nbsp;&nbsp; 5 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. STRIPS<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00% 08/01/27 (c)(g) | &nbsp;&nbsp; 11 | &nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. Structured <br> Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.09% 09/25/43 (c)(d)(e) | &nbsp;&nbsp; 58186 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association Interest STRIPS<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50% 08/25/35 - 01/25/36 <br> (c)(e)<br>| &nbsp;&nbsp; 2647 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00% 03/25/38 - 05/25/38 <br> (c)(e)<br>| &nbsp;&nbsp; 1861 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp; 5.50% 12/25/33 (c)(e) | &nbsp;&nbsp; 632 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp; 6.00% 01/25/35 (c)(e) | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 269 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association REMICS<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.13% 12/25/42 (c)(d)(e) | &nbsp;&nbsp; 11327 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp; 5.00% 09/25/40 (c)(e) | &nbsp;&nbsp; 1457 | &nbsp;&nbsp; 145 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

8 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association REMICS 30 day <br> USD SOFR Average - <br> 5.89%<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.22% 07/25/38 (c)(d)(e) | &nbsp;&nbsp; $2242 | &nbsp;&nbsp; $178 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association REMICS 30 day <br> USD SOFR Average - <br> 6.44%<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.77% 11/25/41 (c)(d)(e) | &nbsp;&nbsp; 322609 | &nbsp;&nbsp; 35067 |
| &nbsp;&nbsp;&nbsp; Total Agency Collateralized <br> Mortgage Obligations <br>(Cost $379,252)<br>|  | &nbsp;&nbsp; 320824 |
| Asset Backed - 0.5%  | Asset Backed - 0.5%  | Asset Backed - 0.5%  |
| RCKT Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.89% 11/25/55 (c)(h)(i) | &nbsp;&nbsp; 413412 | &nbsp;&nbsp; 410224 |
| &nbsp;&nbsp;&nbsp; 4.97% 11/25/55 (c)(h)(i) | &nbsp;&nbsp; 250178 | &nbsp;&nbsp; 248560 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.09% 10/25/65 (c)(h)(i) | &nbsp;&nbsp; 251951 | &nbsp;&nbsp; 250510 |
| &nbsp;&nbsp;&nbsp; Total Asset Backed <br>(Cost $915,534)<br>|  | &nbsp;&nbsp; 909294 |
| Corporate Notes - 9.2%  | Corporate Notes - 9.2%  | Corporate Notes - 9.2%  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 3.75% 11/30/26 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7984 |
| &nbsp;&nbsp;&nbsp; 4.90% 11/30/46 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4591 |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20% 11/21/29 (c) | &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 38506 |
| &nbsp;&nbsp;&nbsp; 4.05% 11/21/39 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3510 |
| &nbsp;&nbsp;&nbsp; 4.25% 11/21/49 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 7299 |
| &nbsp;&nbsp;&nbsp; 4.30% 05/14/36 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3780 |
| &nbsp;&nbsp;&nbsp; 4.40% 11/06/42 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3510 |
| &nbsp;&nbsp;&nbsp; 4.63% 10/01/42 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2694 |
| &nbsp;&nbsp;&nbsp; 4.70% 05/14/45 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1782 |
| &nbsp;&nbsp;&nbsp; 4.88% 11/14/48 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2689 |
| &nbsp;&nbsp;&nbsp; 5.05% 03/15/34 (c) | &nbsp;&nbsp; 235000 | &nbsp;&nbsp; 238539 |
| &nbsp;&nbsp;&nbsp; 5.40% 03/15/54 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8591 |
| &nbsp;&nbsp;&nbsp; 5.50% 03/15/64 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6670 |
| Advanced Micro Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.39% 06/01/52 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 16545 |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45% 05/15/51 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 10591 |
| &nbsp;&nbsp;&nbsp; 5.70% 05/15/34 (c) | &nbsp;&nbsp; 26000 | &nbsp;&nbsp; 26832 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.40% 03/15/53 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6615 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 06/15/26 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4994 |
| &nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.88% 02/01/33 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 8909 |
| &nbsp;&nbsp;&nbsp; 2.95% 03/15/34 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 8443 |
| Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20% 12/15/46 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 7924 |
| &nbsp;&nbsp;&nbsp; Allstate Corp. (6.85% fixed <br> rate until 04/30/26; 3.20% + <br> 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.85% 08/15/53 (c)(d) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14979 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20% 11/02/28 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 13181 |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 05/15/30 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 10921 |
| &nbsp;&nbsp;&nbsp; 4.10% 11/15/30 (c) | &nbsp;&nbsp; 49000 | &nbsp;&nbsp; 48650 |
| &nbsp;&nbsp;&nbsp; 4.50% 05/15/35 (c) | &nbsp;&nbsp; 33000 | &nbsp;&nbsp; 32451 |
| &nbsp;&nbsp;&nbsp; 5.25% 05/15/55 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15099 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.40% 05/06/30 - 02/04/41 <br> (c)<br>| &nbsp;&nbsp; $24000 | &nbsp;&nbsp; $21737 |
| &nbsp;&nbsp;&nbsp; 4.00% 02/04/61 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1398 |
| &nbsp;&nbsp;&nbsp; 4.25% 08/09/42 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1629 |
| &nbsp;&nbsp;&nbsp; 4.45% 05/06/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2344 |
| &nbsp;&nbsp;&nbsp; 4.50% 05/02/43 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2493 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50% 06/03/30 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3577 |
| &nbsp;&nbsp;&nbsp; 2.50% 06/03/50 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 9313 |
| &nbsp;&nbsp;&nbsp; 2.70% 06/03/60 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1635 |
| &nbsp;&nbsp;&nbsp; 2.88% 05/12/41 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5173 |
| &nbsp;&nbsp;&nbsp; 3.15% 08/22/27 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1976 |
| &nbsp;&nbsp;&nbsp; 3.25% 05/12/61 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2474 |
| &nbsp;&nbsp;&nbsp; 4.05% 08/22/47 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25% 03/13/31 - 08/22/57 <br> (c)<br>| &nbsp;&nbsp; 128000 | &nbsp;&nbsp; 126384 |
| &nbsp;&nbsp;&nbsp; American Electric Power Co., <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.30% 03/01/30 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 14656 |
| &nbsp;&nbsp;&nbsp; 3.25% 03/01/50 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1313 |
| &nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.85% 10/04/30 (c) | &nbsp;&nbsp; 46000 | &nbsp;&nbsp; 47747 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50% 01/31/28 (c) | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 21799 |
| &nbsp;&nbsp;&nbsp; 2.90% 01/15/30 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2818 |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95% 09/01/27 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6874 |
| &nbsp;&nbsp;&nbsp; 5.45% 03/01/54 (c) | &nbsp;&nbsp; 25000 | &nbsp;&nbsp; 23713 |
| &nbsp;&nbsp;&nbsp; Americold Realty Operating <br> Partnership LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.41% 09/12/34 (c) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 19987 |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00% 01/15/32 (c) | &nbsp;&nbsp; 128000 | &nbsp;&nbsp; 110740 |
| &nbsp;&nbsp;&nbsp; 3.00% 01/15/52 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2574 |
| &nbsp;&nbsp;&nbsp; 3.15% 02/21/40 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5439 |
| &nbsp;&nbsp;&nbsp; 3.38% 02/21/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2112 |
| &nbsp;&nbsp;&nbsp; 4.66% 06/15/51 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2519 |
| &nbsp;&nbsp;&nbsp; 5.60% 03/02/43 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 10855 |
| &nbsp;&nbsp;&nbsp; 5.65% 03/02/53 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 10647 |
| &nbsp;&nbsp;&nbsp; 5.75% 03/02/63 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9611 |
| &nbsp;&nbsp;&nbsp; AngloGold Ashanti Holdings <br> PLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 11/01/28 (c) | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 193492 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. <br> LLC/Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70% 02/01/36 (c) | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 17527 |
| &nbsp;&nbsp;&nbsp; 4.90% 02/01/46 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7213 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50% 06/01/30 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6768 |
| &nbsp;&nbsp;&nbsp; 5.55% 01/23/49 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9693 |
| &nbsp;&nbsp;&nbsp; Aon Corp./Aon Global <br> Holdings PLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.90% 08/23/51 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 4859 |
| Apollo Debt Solutions BDC |  |  |
| &nbsp;&nbsp;&nbsp; 6.90% 04/13/29 (c) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 21488 |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20% 09/11/29 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5656 |
| &nbsp;&nbsp;&nbsp; 2.65% 02/08/51 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 16960 |
| &nbsp;&nbsp;&nbsp; 2.80% 02/08/61 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 5132 |
| &nbsp;&nbsp;&nbsp; 2.95% 09/11/49 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1970 |
| &nbsp;&nbsp;&nbsp; 3.35% 02/09/27 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1991 |
| &nbsp;&nbsp;&nbsp; 3.45% 02/09/45 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 8375 |
| &nbsp;&nbsp;&nbsp; 3.85% 08/04/46 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3179 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 9

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 3.95% 08/08/52 (c) | &nbsp;&nbsp; $6000 | &nbsp;&nbsp; $4666 |
| &nbsp;&nbsp;&nbsp; 4.85% 05/10/53 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 25750 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35% 04/01/47 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1692 |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40% 10/01/46 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2413 |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.00% 06/17/34 (c) | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 17901 |
| &nbsp;&nbsp;&nbsp; 6.35% 06/17/54 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 28561 |
| &nbsp;&nbsp;&nbsp; 6.80% 11/29/32 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 13247 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50% 08/11/26 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2983 |
| ARES Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88% 06/15/28 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14190 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50% 05/20/51 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2727 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; 4.85% 11/15/53 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5340 |
| Ashtead Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55% 05/30/33 (c)(h) | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 201686 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75% 05/28/28 (c) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 19982 |
| &nbsp;&nbsp;&nbsp; 5.00% 02/26/34 (c) | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 81193 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00% 05/28/51 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1983 |
| &nbsp;&nbsp;&nbsp; 4.00% 01/17/29 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1993 |
| &nbsp;&nbsp;&nbsp; 4.38% 08/17/48 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1702 |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75% 06/01/31 (c) | &nbsp;&nbsp; 178000 | &nbsp;&nbsp; 162692 |
| &nbsp;&nbsp;&nbsp; 3.55% 09/15/55 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1951 |
| &nbsp;&nbsp;&nbsp; 3.65% 06/01/51 (c) | &nbsp;&nbsp; 39000 | &nbsp;&nbsp; 26734 |
| &nbsp;&nbsp;&nbsp; 3.85% 06/01/60 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 8718 |
| &nbsp;&nbsp;&nbsp; 4.35% 03/01/29 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 20014 |
| &nbsp;&nbsp;&nbsp; 4.50% 05/15/35 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2843 |
| &nbsp;&nbsp;&nbsp; 4.55% 03/09/49 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2410 |
| &nbsp;&nbsp;&nbsp; 4.75% 05/15/46 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2538 |
| &nbsp;&nbsp;&nbsp; 4.85% 03/01/39 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3723 |
| &nbsp;&nbsp;&nbsp; 5.40% 02/15/34 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 15337 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 01/12/28 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2963 |
| &nbsp;&nbsp;&nbsp; 6.15% 04/03/30 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6207 |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20% 11/15/53 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9535 |
| AutoNation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.89% 03/15/35 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 28575 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25% 10/21/27 (c) | &nbsp;&nbsp; 22000 | &nbsp;&nbsp; 21700 |
| &nbsp;&nbsp;&nbsp; 4.18% 11/25/27 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8966 |
| &nbsp;&nbsp;&nbsp; 4.25% 10/22/26 (c) | &nbsp;&nbsp; 69000 | &nbsp;&nbsp; 68951 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (2.09% <br> fixed rate until 06/14/28; <br> 1.06% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.09% 06/14/29 (c)(d) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 26629 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (2.97% <br> fixed rate until 07/21/51; <br> 1.56% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.97% 07/21/52 (c)(d) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 12623 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (3.42% <br> fixed rate until 12/20/27; <br> 1.30% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.42% 12/20/28 (c)(d) | &nbsp;&nbsp; 19000 | &nbsp;&nbsp; 18666 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (3.56% <br> fixed rate until 04/23/26; <br> 1.32% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.56% 04/23/27 (c)(d) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6996 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (3.71% <br> fixed rate until 04/24/27; <br> 1.77% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.71% 04/24/28 (c)(d) | &nbsp;&nbsp; $11000 | &nbsp;&nbsp; $10916 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (3.85% <br> fixed rate until 03/08/32; <br> 2.00% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.85% 03/08/37 (c)(d) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 14810 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (3.95% <br> fixed rate until 01/23/48; <br> 1.45% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.95% 01/23/49 (c)(d) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3854 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (4.24% <br> fixed rate until 04/24/37; <br> 2.08% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.24% 04/24/38 (c)(d) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3623 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (4.27% <br> fixed rate until 07/23/28; <br> 1.57% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.27% 07/23/29 (c)(d) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3983 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (5.29% <br> fixed rate until 04/25/33; <br> 1.91% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.29% 04/25/34 (c)(d) | &nbsp;&nbsp; 36000 | &nbsp;&nbsp; 36424 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (5.47% <br> fixed rate until 01/23/34; <br> 1.65% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.47% 01/23/35 (c)(d) | &nbsp;&nbsp; 245000 | &nbsp;&nbsp; 249905 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (5.87% <br> fixed rate until 09/15/33; <br> 1.84% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.87% 09/15/34 (c)(d) | &nbsp;&nbsp; 79000 | &nbsp;&nbsp; 82690 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon <br> Corp. (4.63% fixed rate until <br> 09/20/26; 3.39% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 09/20/26 (c)(d) | &nbsp;&nbsp; 29000 | &nbsp;&nbsp; 28858 |
| &nbsp;&nbsp;&nbsp; Bank of Nova Scotia (6.56% <br> fixed rate until 07/12/26; <br> 2.91% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.56% 07/12/26 (c)(d) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15720 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.73% 03/25/31 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4567 |
| &nbsp;&nbsp;&nbsp; 4.39% 08/15/37 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3635 |
| &nbsp;&nbsp;&nbsp; 4.54% 08/15/47 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2429 |
| &nbsp;&nbsp;&nbsp; 4.63% 03/22/33 (c) | &nbsp;&nbsp; 186000 | &nbsp;&nbsp; 181994 |
| &nbsp;&nbsp;&nbsp; 5.83% 02/20/31 (c) | &nbsp;&nbsp; 177000 | &nbsp;&nbsp; 185291 |
| &nbsp;&nbsp;&nbsp; 6.00% 02/20/34 (c) | &nbsp;&nbsp; 97000 | &nbsp;&nbsp; 102458 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.92% 02/01/27 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15634 |
| &nbsp;&nbsp;&nbsp; 4.90% 12/15/30 (c) | &nbsp;&nbsp; 32000 | &nbsp;&nbsp; 31560 |
| &nbsp;&nbsp;&nbsp; 5.65% 12/15/35 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12702 |
| Baylor Scott & White Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 2.84% 11/15/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1885 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70% 06/06/27 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9917 |
| &nbsp;&nbsp;&nbsp; 4.69% 12/15/44 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1748 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway Energy <br> Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.25% 04/15/28 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1962 |
| &nbsp;&nbsp;&nbsp; 3.70% 07/15/30 (c) | &nbsp;&nbsp; 33000 | &nbsp;&nbsp; 32046 |
| &nbsp;&nbsp;&nbsp; 3.80% 07/15/48 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1472 |
| &nbsp;&nbsp;&nbsp; 4.25% 10/15/50 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 15578 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.85% 10/15/50 (c) | &nbsp;&nbsp; 36000 | &nbsp;&nbsp; 22612 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

10 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 4.25% 01/15/49 (c) | &nbsp;&nbsp; $6000 | &nbsp;&nbsp; $4918 |
| Berry Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 07/15/26 (c)(h) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6001 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 09/08/33 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14302 |
| &nbsp;&nbsp;&nbsp; 5.50% 09/08/53 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3864 |
| BlackRock TCP Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.95% 05/30/29 (c) | &nbsp;&nbsp; 34000 | &nbsp;&nbsp; 33367 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50% 07/15/28 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4721 |
| &nbsp;&nbsp;&nbsp; 3.88% 08/15/30 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2827 |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.80% 05/03/29 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3014 |
| Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70% 02/01/27 (c) | &nbsp;&nbsp; 19000 | &nbsp;&nbsp; 18729 |
| &nbsp;&nbsp;&nbsp; 2.95% 02/01/30 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2822 |
| &nbsp;&nbsp;&nbsp; 3.25% 03/01/28 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1957 |
| &nbsp;&nbsp;&nbsp; 3.55% 03/01/38 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1661 |
| &nbsp;&nbsp;&nbsp; 3.75% 02/01/50 (c) | &nbsp;&nbsp; 19000 | &nbsp;&nbsp; 13470 |
| &nbsp;&nbsp;&nbsp; 5.04% 05/01/27 (c) | &nbsp;&nbsp; 22000 | &nbsp;&nbsp; 22116 |
| &nbsp;&nbsp;&nbsp; 5.15% 05/01/30 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4061 |
| &nbsp;&nbsp;&nbsp; 5.81% 05/01/50 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 19306 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.40% 06/21/29 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15337 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70% 03/01/49 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2635 |
| &nbsp;&nbsp;&nbsp; BP Capital Markets America, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00% 02/24/50 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 5799 |
| &nbsp;&nbsp;&nbsp; 3.38% 02/08/61 (c) | &nbsp;&nbsp; 19000 | &nbsp;&nbsp; 12277 |
| &nbsp;&nbsp;&nbsp; 4.81% 02/13/33 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 16051 |
| &nbsp;&nbsp;&nbsp; 5.23% 11/17/34 (c) | &nbsp;&nbsp; 51000 | &nbsp;&nbsp; 52023 |
| &nbsp;&nbsp;&nbsp; BP Capital Markets PLC <br> (4.88% fixed rate until <br> 03/22/30; 4.40% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 03/22/30 (c)(d) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12822 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45% 11/13/30 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4399 |
| &nbsp;&nbsp;&nbsp; 2.35% 11/13/40 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1396 |
| &nbsp;&nbsp;&nbsp; 3.55% 03/15/42 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3159 |
| &nbsp;&nbsp;&nbsp; 4.13% 06/15/39 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3559 |
| &nbsp;&nbsp;&nbsp; 4.25% 10/26/49 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3211 |
| &nbsp;&nbsp;&nbsp; 4.35% 11/15/47 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2471 |
| &nbsp;&nbsp;&nbsp; 4.55% 02/20/48 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1691 |
| &nbsp;&nbsp;&nbsp; 5.20% 02/22/34 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 28685 |
| &nbsp;&nbsp;&nbsp; Brixmor Operating <br> Partnership LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.25% 04/01/28 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15355 |
| &nbsp;&nbsp;&nbsp; 3.90% 03/15/27 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1989 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.19% 11/15/36 (c)(h) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2507 |
| &nbsp;&nbsp;&nbsp; 3.42% 04/15/33 (c) | &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 32014 |
| &nbsp;&nbsp;&nbsp; 3.47% 04/15/34 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8111 |
| &nbsp;&nbsp;&nbsp; 4.15% 11/15/30 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9847 |
| &nbsp;&nbsp;&nbsp; 4.30% 11/15/32 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1947 |
| &nbsp;&nbsp;&nbsp; 4.93% 05/15/37 (c)(h) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12601 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 04/15/38 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2635 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75% 09/25/27 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2975 |
| &nbsp;&nbsp;&nbsp; Burlington Northern Santa <br> Fe LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.15% 12/15/48 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2404 |
| &nbsp;&nbsp;&nbsp; 4.55% 09/01/44 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3487 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Cameron LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.30% 01/15/35 (c)(h) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $2608 |
| Campbell's Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40% 03/21/34 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15511 |
| &nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.85% 06/01/27 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2983 |
| &nbsp;&nbsp;&nbsp; 4.95% 06/01/47 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1744 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75% 12/02/26 (c) | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 17711 |
| &nbsp;&nbsp;&nbsp; 3.10% 12/02/51 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1963 |
| &nbsp;&nbsp;&nbsp; 3.50% 05/01/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2121 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75% 07/28/26 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12966 |
| Carlisle Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20% 03/01/32 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 17235 |
| &nbsp;&nbsp;&nbsp; 5.25% 09/15/35 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6002 |
| &nbsp;&nbsp;&nbsp; 5.55% 09/15/40 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 10880 |
| Carlyle Secured Lending, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75% 02/18/30 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3967 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.72% 02/15/30 (c) | &nbsp;&nbsp; 41000 | &nbsp;&nbsp; 38314 |
| &nbsp;&nbsp;&nbsp; 3.58% 04/05/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2144 |
| &nbsp;&nbsp;&nbsp; 5.90% 03/15/34 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5277 |
| CBRE Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90% 01/15/33 (c) | &nbsp;&nbsp; 62000 | &nbsp;&nbsp; 61237 |
| Cenovus Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65% 01/15/32 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3558 |
| &nbsp;&nbsp;&nbsp; 3.75% 02/15/52 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2097 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45% 07/15/28 (c) | &nbsp;&nbsp; 131000 | &nbsp;&nbsp; 121983 |
| CGI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95% 03/14/30 (c) | &nbsp;&nbsp; 76000 | &nbsp;&nbsp; 76299 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45% 03/03/27 (c) | &nbsp;&nbsp; 128000 | &nbsp;&nbsp; 126030 |
| &nbsp;&nbsp;&nbsp; 2.90% 03/03/32 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2719 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (4.00% <br> fixed rate until 12/01/30; <br> 3.08% + 10 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 12/01/30 (c)(d) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 19432 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (5.64% <br> fixed rate until 05/19/28; <br> 2.21% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.64% 05/19/29 (c)(d) | &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 41092 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (6.14% <br> fixed rate until 08/24/33; <br> 2.01% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.14% 08/24/34 (c)(d) | &nbsp;&nbsp; 22000 | &nbsp;&nbsp; 23407 |
| &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating <br> Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50% 06/01/41 (c) | &nbsp;&nbsp; 53000 | &nbsp;&nbsp; 37147 |
| &nbsp;&nbsp;&nbsp; 3.70% 04/01/51 (c) | &nbsp;&nbsp; 59000 | &nbsp;&nbsp; 36569 |
| &nbsp;&nbsp;&nbsp; 4.80% 03/01/50 (c) | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 12608 |
| &nbsp;&nbsp;&nbsp; 6.55% 06/01/34 (c) | &nbsp;&nbsp; 42000 | &nbsp;&nbsp; 43577 |
| Cheniere Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65% 04/15/34 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14425 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.24% 05/11/30 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2770 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85% 01/15/28 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8969 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.35% 11/03/45 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1683 |
| Cigna Group |  |  |
| &nbsp;&nbsp;&nbsp; 2.40% 03/15/30 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2772 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 11

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.40% 03/15/50 - 03/15/51 <br> (c)<br>| &nbsp;&nbsp; $9000 | &nbsp;&nbsp; $6101 |
| &nbsp;&nbsp;&nbsp; 4.38% 10/15/28 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1999 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30% 02/26/54 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 18764 |
| &nbsp;&nbsp;&nbsp; 5.35% 02/26/64 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 18466 |
| &nbsp;&nbsp;&nbsp; 5.90% 02/15/39 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2112 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45% 09/29/27 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6999 |
| &nbsp;&nbsp;&nbsp; 4.65% 07/23/48 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 13547 |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc. (2.98% fixed <br> rate until 11/05/29; 1.42% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.98% 11/05/30 (c)(d) | &nbsp;&nbsp; 24000 | &nbsp;&nbsp; 22657 |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc. (3.79% fixed <br> rate until 03/17/32; 1.94% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.79% 03/17/33 (c)(d) | &nbsp;&nbsp; 114000 | &nbsp;&nbsp; 106902 |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc. (3.88% fixed <br> rate until 01/24/38; 1.43% + <br> 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 01/24/39 (c)(d) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3445 |
| &nbsp;&nbsp;&nbsp; Cleveland Electric Illuminating <br> Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.55% 11/15/30 (c)(h) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 20709 |
| Clorox Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80% 05/15/30 (c) | &nbsp;&nbsp; 70000 | &nbsp;&nbsp; 62609 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65% 03/15/32 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3625 |
| &nbsp;&nbsp;&nbsp; 3.75% 06/15/28 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2978 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 03/01/44 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2638 |
| Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60% 06/01/50 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2425 |
| &nbsp;&nbsp;&nbsp; 2.75% 06/01/60 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1715 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65% 08/15/62 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1478 |
| &nbsp;&nbsp;&nbsp; 2.80% 01/15/51 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1716 |
| &nbsp;&nbsp;&nbsp; 2.89% 11/01/51 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 3468 |
| &nbsp;&nbsp;&nbsp; 2.94% 11/01/56 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 2776 |
| &nbsp;&nbsp;&nbsp; 2.99% 11/01/63 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1591 |
| &nbsp;&nbsp;&nbsp; 3.20% 07/15/36 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1677 |
| &nbsp;&nbsp;&nbsp; 3.25% 11/01/39 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 4620 |
| &nbsp;&nbsp;&nbsp; 3.97% 11/01/47 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 11044 |
| &nbsp;&nbsp;&nbsp; 5.17% 01/15/37 (c)(h) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1948 |
| &nbsp;&nbsp;&nbsp; 5.65% 06/01/54 (c) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 19372 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30% 11/01/38 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2791 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30% 11/15/44 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2516 |
| &nbsp;&nbsp;&nbsp; 5.55% 03/15/54 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11498 |
| &nbsp;&nbsp;&nbsp; 5.70% 09/15/63 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14439 |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.90% 12/01/26 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9897 |
| &nbsp;&nbsp;&nbsp; 3.35% 04/01/30 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1919 |
| &nbsp;&nbsp;&nbsp; 3.88% 06/15/47 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1526 |
| &nbsp;&nbsp;&nbsp; 3.95% 04/01/50 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 4617 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15% 08/01/29 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15307 |
| &nbsp;&nbsp;&nbsp; 4.50% 05/09/47 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2444 |
| &nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.50% 10/01/53 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9564 |
| Continental Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88% 04/01/32 (c)(h) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 8735 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00% 01/15/29 (c) | &nbsp;&nbsp; $14000 | &nbsp;&nbsp; $13070 |
| &nbsp;&nbsp;&nbsp; 2.75% 04/15/31 (c) | &nbsp;&nbsp; 24000 | &nbsp;&nbsp; 21687 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90% 04/05/32 (c) | &nbsp;&nbsp; 58000 | &nbsp;&nbsp; 54402 |
| Coterra Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60% 03/15/34 (c) | &nbsp;&nbsp; 43000 | &nbsp;&nbsp; 44002 |
| &nbsp;&nbsp;&nbsp; 5.90% 02/15/55 (c) | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 21934 |
| Crowdstrike Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00% 02/15/29 (c) | &nbsp;&nbsp; 236000 | &nbsp;&nbsp; 224559 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90% 03/15/27 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 27586 |
| &nbsp;&nbsp;&nbsp; 3.30% 07/01/30 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 18755 |
| CSL Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 04/27/32 (c)(h) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15492 |
| &nbsp;&nbsp;&nbsp; 5.11% 04/03/34 (c)(h) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4023 |
| &nbsp;&nbsp;&nbsp; 5.42% 04/03/54 (c)(h) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3725 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50% 03/15/49 - 08/01/54 <br> (c)<br>| &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 9089 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% 02/15/29 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3974 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00% 08/15/26 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4974 |
| &nbsp;&nbsp;&nbsp; 3.63% 04/01/27 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5949 |
| &nbsp;&nbsp;&nbsp; 3.75% 04/01/30 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3867 |
| &nbsp;&nbsp;&nbsp; 4.30% 03/25/28 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2990 |
| &nbsp;&nbsp;&nbsp; 4.78% 03/25/38 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2763 |
| &nbsp;&nbsp;&nbsp; 5.13% 07/20/45 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.30% 06/01/33 - 12/05/43 <br> (c)<br>| &nbsp;&nbsp; 116000 | &nbsp;&nbsp; 116567 |
| &nbsp;&nbsp;&nbsp; 5.88% 06/01/53 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2840 |
| &nbsp;&nbsp;&nbsp; 6.05% 06/01/54 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3880 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp. (6.75% fixed <br> rate until 09/10/34; 2.52% + <br> 5 yr. CMT thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.75% 12/10/54 (c)(d) | &nbsp;&nbsp; 19000 | &nbsp;&nbsp; 19178 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp. (7.00% fixed <br> rate until 12/10/29; 2.89% + <br> 5 yr. CMT thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 03/10/55 (c)(d) | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 17496 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG (2.31% <br> fixed rate until 11/16/26; <br> 1.22% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.31% 11/16/27 (c)(d) | &nbsp;&nbsp; 150000 | &nbsp;&nbsp; 147942 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.60% 11/15/29 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2826 |
| &nbsp;&nbsp;&nbsp; 3.25% 11/15/39 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1605 |
| &nbsp;&nbsp;&nbsp; 3.40% 11/15/49 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2104 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13% 03/24/31 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2784 |
| &nbsp;&nbsp;&nbsp; 4.40% 03/24/51 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2393 |
| &nbsp;&nbsp;&nbsp; 5.40% 04/18/34 (c) | &nbsp;&nbsp; 33000 | &nbsp;&nbsp; 33519 |
| &nbsp;&nbsp;&nbsp; 5.75% 04/18/54 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8523 |
| Dick's Sporting Goods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10% 01/15/52 (c) | &nbsp;&nbsp; 48000 | &nbsp;&nbsp; 33972 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60% 07/01/29 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6800 |
| &nbsp;&nbsp;&nbsp; Discovery <br> Communications LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.95% 03/20/28 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9797 |
| &nbsp;&nbsp;&nbsp; 5.00% 09/20/37 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1446 |
| &nbsp;&nbsp;&nbsp; Discovery Global Holdings, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.76% 03/15/27 (c) | &nbsp;&nbsp; 83000 | &nbsp;&nbsp; 81987 |
| &nbsp;&nbsp;&nbsp; 4.28% 03/15/32 (c) | &nbsp;&nbsp; 45000 | &nbsp;&nbsp; 39840 |
| &nbsp;&nbsp;&nbsp; 5.05% 03/15/42 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 8673 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

12 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50% 04/03/30 (c) | &nbsp;&nbsp; $16000 | &nbsp;&nbsp; $15241 |
| &nbsp;&nbsp;&nbsp; 4.13% 04/03/50 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1506 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 04/01/30 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15292 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95% 11/04/29 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3795 |
| Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10% 11/15/30 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7034 |
| &nbsp;&nbsp;&nbsp; 3.60% 11/15/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1926 |
| &nbsp;&nbsp;&nbsp; 4.25% 10/01/34 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1816 |
| &nbsp;&nbsp;&nbsp; 5.15% 02/15/34 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11695 |
| &nbsp;&nbsp;&nbsp; 5.55% 11/30/48 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3444 |
| &nbsp;&nbsp;&nbsp; 6.30% 03/15/33 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 11531 |
| DR Horton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 10/15/35 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 20297 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85% 10/01/26 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12899 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95% 03/15/48 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1537 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55% 06/15/31 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 11692 |
| &nbsp;&nbsp;&nbsp; 3.30% 06/15/41 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 12009 |
| &nbsp;&nbsp;&nbsp; 3.50% 06/15/51 (c) | &nbsp;&nbsp; 36000 | &nbsp;&nbsp; 24099 |
| &nbsp;&nbsp;&nbsp; 3.75% 09/01/46 (c) | &nbsp;&nbsp; 118000 | &nbsp;&nbsp; 87197 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.15% 12/01/44 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 7306 |
| DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.42% 11/15/48 (c) | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 923 |
| Duquesne Light Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.62% 08/01/27 (c)(h) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3951 |
| &nbsp;&nbsp;&nbsp; Eastern Energy Gas <br> Holdings LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.65% 10/15/54 (c) | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 16929 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65% 10/15/44 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2514 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10% 09/15/27 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1972 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60% 03/15/51 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2775 |
| &nbsp;&nbsp;&nbsp; 3.70% 09/15/49 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2845 |
| &nbsp;&nbsp;&nbsp; 5.13% 02/15/53 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2635 |
| &nbsp;&nbsp;&nbsp; 5.65% 06/15/54 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7538 |
| &nbsp;&nbsp;&nbsp; 6.10% 10/15/52 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7027 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 02/09/54 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3641 |
| &nbsp;&nbsp;&nbsp; 5.10% 02/09/64 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 17968 |
| Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.64% 06/15/31 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 14271 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80% 10/15/27 (c) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 20304 |
| &nbsp;&nbsp;&nbsp; 2.75% 10/15/50 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 12321 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 09/15/40 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1955 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60% 10/04/26 (c) | &nbsp;&nbsp; 41000 | &nbsp;&nbsp; 40447 |
| &nbsp;&nbsp;&nbsp; Enbridge, Inc. (5.75% fixed <br> rate until 04/15/30; 5.31% + <br> 5 yr. CMT thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 07/15/80 (c)(d) | &nbsp;&nbsp; 22000 | &nbsp;&nbsp; 21971 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 07/01/29 (c) | &nbsp;&nbsp; 93000 | &nbsp;&nbsp; 95045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.30% 04/01/44 - 04/15/47 <br> (c)<br>| &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5336 |
| &nbsp;&nbsp;&nbsp; 5.35% 05/15/45 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5358 |
| &nbsp;&nbsp;&nbsp; 5.75% 02/15/33 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6240 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 5.95% 05/15/54 (c) | &nbsp;&nbsp; $4000 | &nbsp;&nbsp; $3754 |
| &nbsp;&nbsp;&nbsp; 6.10% 12/01/28 (c) | &nbsp;&nbsp; 30000 | &nbsp;&nbsp; 31186 |
| &nbsp;&nbsp;&nbsp; 6.40% 12/01/30 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9618 |
| &nbsp;&nbsp;&nbsp; 6.50% 02/01/42 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3122 |
| &nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 02/15/48 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 12890 |
| &nbsp;&nbsp;&nbsp; 4.85% 01/31/34 (c) | &nbsp;&nbsp; 42000 | &nbsp;&nbsp; 41927 |
| &nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC (5.25% fixed <br> rate until 08/16/27; 3.29% + <br> 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 08/16/77 (c)(d) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2973 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10% 01/15/36 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1975 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15% 07/15/30 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4494 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 07/01/44 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3458 |
| &nbsp;&nbsp;&nbsp; Everest Reinsurance Holdings, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.13% 10/15/52 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 6632 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 3.45% 01/15/50 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2746 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05% 04/15/30 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6860 |
| &nbsp;&nbsp;&nbsp; 4.45% 04/15/46 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2459 |
| &nbsp;&nbsp;&nbsp; 4.70% 04/15/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2487 |
| &nbsp;&nbsp;&nbsp; 5.60% 03/15/53 (c) | &nbsp;&nbsp; 25000 | &nbsp;&nbsp; 23592 |
| Expand Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75% 04/15/29 (c)(h) | &nbsp;&nbsp; 87000 | &nbsp;&nbsp; 87191 |
| Expedia Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40% 02/15/35 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 19839 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.20% 10/15/30 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2686 |
| &nbsp;&nbsp;&nbsp; 3.90% 04/01/29 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2941 |
| &nbsp;&nbsp;&nbsp; 5.90% 01/15/31 (c) | &nbsp;&nbsp; 27000 | &nbsp;&nbsp; 28200 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45% 04/15/51 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2848 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10% 02/01/45 (c) | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 14148 |
| Fidelity National Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20% 09/17/51 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 4892 |
| &nbsp;&nbsp;&nbsp; Fidelity National Information <br> Services, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.10% 03/01/41 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1438 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40% 03/01/50 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 6681 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.55% 04/01/49 (c)(h) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 9953 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50% 07/01/29 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 19161 |
| &nbsp;&nbsp;&nbsp; 4.40% 07/01/49 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1511 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 02/01/42 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4240 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80% 01/15/32 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6178 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50% 10/13/33 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 17162 |
| Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 03/01/30 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 13738 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00% 02/01/51 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 3680 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20% 04/01/45 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2602 |
| &nbsp;&nbsp;&nbsp; 5.40% 04/01/48 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1750 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 13

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 6.80% 10/01/27 (c) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $3085 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.35% 01/08/31 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3564 |
| &nbsp;&nbsp;&nbsp; 5.85% 04/06/30 (c) | &nbsp;&nbsp; 57000 | &nbsp;&nbsp; 59020 |
| &nbsp;&nbsp;&nbsp; 6.10% 01/07/34 (c) | &nbsp;&nbsp; 45000 | &nbsp;&nbsp; 46729 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75% 02/01/32 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2598 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 03/15/34 (c) | &nbsp;&nbsp; 315000 | &nbsp;&nbsp; 321832 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60% 10/01/40 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2894 |
| &nbsp;&nbsp;&nbsp; 2.95% 03/01/27 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2969 |
| &nbsp;&nbsp;&nbsp; 4.15% 03/01/47 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2428 |
| &nbsp;&nbsp;&nbsp; 4.60% 09/01/35 (c) | &nbsp;&nbsp; 225000 | &nbsp;&nbsp; 219634 |
| &nbsp;&nbsp;&nbsp; 5.25% 10/15/33 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7239 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 06/01/29 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3896 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15% 05/22/45 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1791 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (1.54% fixed rate until <br> 09/10/26; 0.82% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.54% 09/10/27 (c)(d) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14804 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (2.38% fixed rate until <br> 07/21/31; 1.25% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.38% 07/21/32 (c)(d) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 7941 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (2.91% fixed rate until <br> 07/21/41; 1.47% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.91% 07/21/42 (c)(d) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 4932 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (3.21% fixed rate until <br> 04/22/41; 1.51% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.21% 04/22/42 (c)(d) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 7410 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (3.44% fixed rate until <br> 02/24/42; 1.63% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.44% 02/24/43 (c)(d) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 12014 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (3.81% fixed rate until <br> 04/23/28; 1.42% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.81% 04/23/29 (c)(d) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2959 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (4.02% fixed rate until <br> 10/31/37; 1.63% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.02% 10/31/38 (c)(d) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1745 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (4.22% fixed rate until <br> 05/01/28; 1.56% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.22% 05/01/29 (c)(d) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6959 |
| &nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.51% 04/15/26 (c)(h) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15978 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 11/15/45 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3546 |
| &nbsp;&nbsp;&nbsp; Hartford Insurance Group, Inc. <br> (6.04% fixed rate until <br> 04/30/26; 2.39% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.04% 02/12/67 (c)(d)(h) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3823 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13% 03/15/27 (c) | &nbsp;&nbsp; 76000 | &nbsp;&nbsp; 75041 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 3.38% 03/15/29 (c) | &nbsp;&nbsp; $13000 | &nbsp;&nbsp; $12591 |
| &nbsp;&nbsp;&nbsp; 3.50% 09/01/30 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3798 |
| &nbsp;&nbsp;&nbsp; 3.63% 03/15/32 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3715 |
| &nbsp;&nbsp;&nbsp; 4.63% 03/15/52 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 10346 |
| &nbsp;&nbsp;&nbsp; 5.60% 04/01/34 (c) | &nbsp;&nbsp; 89000 | &nbsp;&nbsp; 90880 |
| &nbsp;&nbsp;&nbsp; 5.75% 03/01/35 (c) | &nbsp;&nbsp; 121000 | &nbsp;&nbsp; 124407 |
| &nbsp;&nbsp;&nbsp; 6.00% 04/01/54 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4830 |
| &nbsp;&nbsp;&nbsp; Health Care Service Corp. A <br> Mutual Legal Reserve Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.20% 06/01/30 (c)(h) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3619 |
| &nbsp;&nbsp;&nbsp; 3.20% 06/01/50 (c)(h) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1864 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00% 03/15/31 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1736 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60% 02/15/41 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3054 |
| &nbsp;&nbsp;&nbsp; 5.80% 04/01/47 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2016 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 03/15/28 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2957 |
| &nbsp;&nbsp;&nbsp; 4.20% 04/15/29 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5836 |
| &nbsp;&nbsp;&nbsp; 7.65% 02/01/34 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3318 |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70% 04/15/30 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2823 |
| &nbsp;&nbsp;&nbsp; 3.35% 04/15/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2070 |
| &nbsp;&nbsp;&nbsp; 3.50% 09/15/56 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.90% 12/06/28 - 06/15/47 <br> (c)<br>| &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5312 |
| &nbsp;&nbsp;&nbsp; 4.50% 12/06/48 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95% 06/25/34 - 09/15/52 <br> (c)<br>| &nbsp;&nbsp; 74000 | &nbsp;&nbsp; 74298 |
| &nbsp;&nbsp;&nbsp; 5.30% 06/25/54 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2807 |
| &nbsp;&nbsp;&nbsp; 5.40% 06/25/64 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4690 |
| Honeywell Aerospace, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30% 03/16/31 (c)(h) | &nbsp;&nbsp; 37000 | &nbsp;&nbsp; 36623 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75% 09/01/31 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3465 |
| &nbsp;&nbsp;&nbsp; 2.70% 08/15/29 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3791 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80% 06/11/30 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 13486 |
| Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55% 02/04/30 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8338 |
| &nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. <br> (5.27% fixed rate until <br> 01/15/30; 1.28% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.27% 01/15/31 (c)(d) | &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 40597 |
| &nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. <br> (6.14% fixed rate until <br> 08/18/34; 1.70% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.14% 11/18/39 (c)(d) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14248 |
| &nbsp;&nbsp;&nbsp; Huntington Ingalls Industries, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.04% 08/16/28 (c) | &nbsp;&nbsp; 22000 | &nbsp;&nbsp; 20849 |
| Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp; 5.40% 01/08/31 (c)(h) | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 81651 |
| Imperial Brands Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 02/01/30 (c)(h) | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 205108 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25% 05/01/51 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1959 |
| Ingersoll Rand, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70% 08/14/33 (c) | &nbsp;&nbsp; 24000 | &nbsp;&nbsp; 24927 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00% 08/12/31 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 9525 |
| &nbsp;&nbsp;&nbsp; 2.45% 11/15/29 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 10208 |
| &nbsp;&nbsp;&nbsp; 2.80% 08/12/41 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 7545 |
| &nbsp;&nbsp;&nbsp; 3.10% 02/15/60 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1100 |
| &nbsp;&nbsp;&nbsp; 5.63% 02/10/43 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3784 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

14 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 5.70% 02/10/53 (c) | &nbsp;&nbsp; $4000 | &nbsp;&nbsp; $3680 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85% 09/15/32 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1685 |
| &nbsp;&nbsp;&nbsp; 2.65% 09/15/40 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1448 |
| Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 09/15/53 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11037 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95% 05/14/30 (c)(h) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 18697 |
| J.M. Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50% 11/15/43 - 11/15/53 <br> (c)<br>| &nbsp;&nbsp; 32000 | &nbsp;&nbsp; 33292 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods <br> Group Holdings, Inc./JBS <br> USA Food Co. Holdings<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 04/01/33 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4129 |
| &nbsp;&nbsp;&nbsp; 5.95% 04/20/35 (c) | &nbsp;&nbsp; 181000 | &nbsp;&nbsp; 187800 |
| &nbsp;&nbsp;&nbsp; 6.75% 03/15/34 (c) | &nbsp;&nbsp; 24000 | &nbsp;&nbsp; 26354 |
| Jefferies Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88% 07/21/28 (c) | &nbsp;&nbsp; 26000 | &nbsp;&nbsp; 26554 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 3.63% 03/03/37 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2694 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International <br> PLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 02/15/47 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3372 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (2.96% fixed rate until <br> 01/25/32; 1.26% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.96% 01/25/33 (c)(d) | &nbsp;&nbsp; 60000 | &nbsp;&nbsp; 54403 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (2.96% fixed rate until <br> 05/13/30; 2.52% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.96% 05/13/31 (c)(d) | &nbsp;&nbsp; 37000 | &nbsp;&nbsp; 34479 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (3.16% fixed rate until <br> 04/22/41; 1.46% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.16% 04/22/42 (c)(d) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 6004 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (3.88% fixed rate until <br> 07/24/37; 1.62% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 07/24/38 (c)(d) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3511 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (3.90% fixed rate until <br> 01/23/48; 1.48% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.90% 01/23/49 (c)(d) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 21491 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (4.01% fixed rate until <br> 04/23/28; 1.38% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.01% 04/23/29 (c)(d) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2975 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (4.03% fixed rate until <br> 07/24/47; 1.72% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.03% 07/24/48 (c)(d) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2367 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (4.49% fixed rate until <br> 03/24/30; 3.79% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.49% 03/24/31 (c)(d) | &nbsp;&nbsp; 41000 | &nbsp;&nbsp; 40793 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (5.34% fixed rate until <br> 01/23/34; 1.62% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.34% 01/23/35 (c)(d) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14212 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. <br> (5.50% fixed rate until <br> 01/24/35; 1.32% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 01/24/36 (c)(d) | &nbsp;&nbsp; $140000 | &nbsp;&nbsp; $143269 |
| Kenvue, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90% 03/22/33 (c) | &nbsp;&nbsp; 87000 | &nbsp;&nbsp; 87660 |
| &nbsp;&nbsp;&nbsp; 5.05% 03/22/53 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8127 |
| &nbsp;&nbsp;&nbsp; 5.20% 03/22/63 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2688 |
| &nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70% 11/01/42 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2630 |
| &nbsp;&nbsp;&nbsp; 5.00% 03/01/43 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3588 |
| &nbsp;&nbsp;&nbsp; 6.38% 03/01/41 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4209 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75% 11/15/26 (c) | &nbsp;&nbsp; 48000 | &nbsp;&nbsp; 47249 |
| &nbsp;&nbsp;&nbsp; 5.05% 02/15/46 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3568 |
| &nbsp;&nbsp;&nbsp; 5.20% 06/01/33 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4069 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30% 03/01/50 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 4085 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20% 07/15/45 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 11351 |
| Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20% 05/01/30 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1827 |
| &nbsp;&nbsp;&nbsp; 4.65% 01/15/48 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2509 |
| &nbsp;&nbsp;&nbsp; 5.00% 09/15/34 (c) | &nbsp;&nbsp; 84000 | &nbsp;&nbsp; 82978 |
| &nbsp;&nbsp;&nbsp; 5.50% 09/15/54 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3716 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85% 12/15/26 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7969 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90% 06/01/27 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 28370 |
| &nbsp;&nbsp;&nbsp; 6.20% 08/15/34 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 16422 |
| Leidos, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% 05/15/30 (c) | &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 34455 |
| &nbsp;&nbsp;&nbsp; 5.40% 03/15/32 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 20368 |
| &nbsp;&nbsp;&nbsp; 5.50% 03/15/35 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 28435 |
| &nbsp;&nbsp;&nbsp; 5.75% 03/15/33 (c) | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 17629 |
| Liberty Mutual Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95% 05/15/60 (c)(h) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1357 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80% 03/01/45 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1577 |
| &nbsp;&nbsp;&nbsp; 4.50% 05/15/36 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1942 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30% 04/15/28 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.70% 09/15/28 - 10/15/30 <br> (c)<br>| &nbsp;&nbsp; 41000 | &nbsp;&nbsp; 37954 |
| &nbsp;&nbsp;&nbsp; 3.00% 10/15/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1850 |
| &nbsp;&nbsp;&nbsp; 3.70% 04/15/46 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2212 |
| &nbsp;&nbsp;&nbsp; 4.05% 05/03/47 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2302 |
| &nbsp;&nbsp;&nbsp; 5.63% 04/15/53 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 10388 |
| &nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.63% 04/01/51 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 3865 |
| &nbsp;&nbsp;&nbsp; 3.80% 10/01/60 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1225 |
| &nbsp;&nbsp;&nbsp; M&T Bank Corp. (5.05% fixed <br> rate until 01/27/33; 1.85% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.05% 01/27/34 (c)(d) | &nbsp;&nbsp; 99000 | &nbsp;&nbsp; 97664 |
| Mars, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80% 03/01/30 (c)(h) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 16167 |
| &nbsp;&nbsp;&nbsp; 5.20% 03/01/35 (c)(h) | &nbsp;&nbsp; 31000 | &nbsp;&nbsp; 31282 |
| &nbsp;&nbsp;&nbsp; 5.70% 05/01/55 (c)(h) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 27295 |
| Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90% 12/15/51 (c) | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 11071 |
| Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95% 09/15/33 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 21070 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 15

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50% 11/15/27 (c) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $2957 |
| McCormick & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85% 02/15/31 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2610 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60% 07/01/30 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11656 |
| &nbsp;&nbsp;&nbsp; 3.63% 09/01/49 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2880 |
| &nbsp;&nbsp;&nbsp; 4.88% 12/09/45 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3562 |
| &nbsp;&nbsp;&nbsp; Medtronic Global Holdings <br> SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 03/30/33 (c) | &nbsp;&nbsp; 42000 | &nbsp;&nbsp; 41483 |
| Medtronic, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 03/15/45 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1786 |
| &nbsp;&nbsp;&nbsp; Memorial Sloan-Kettering <br> Cancer Center<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 07/01/52 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 7199 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90% 12/10/28 (c) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 19874 |
| &nbsp;&nbsp;&nbsp; 2.45% 06/24/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1736 |
| &nbsp;&nbsp;&nbsp; 2.75% 12/10/51 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2433 |
| &nbsp;&nbsp;&nbsp; 2.90% 12/10/61 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2285 |
| &nbsp;&nbsp;&nbsp; 4.00% 03/07/49 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1564 |
| &nbsp;&nbsp;&nbsp; 5.00% 05/17/53 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3604 |
| Meritage Homes Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 04/15/29 (c)(h) | &nbsp;&nbsp; 52000 | &nbsp;&nbsp; 50606 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85% 08/15/32 (c) | &nbsp;&nbsp; 78000 | &nbsp;&nbsp; 74400 |
| &nbsp;&nbsp;&nbsp; 4.20% 11/15/30 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7918 |
| &nbsp;&nbsp;&nbsp; 4.45% 08/15/52 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 12573 |
| &nbsp;&nbsp;&nbsp; 4.60% 11/15/32 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12865 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.72% 12/15/44 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3481 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.37% 11/01/41 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 6984 |
| &nbsp;&nbsp;&nbsp; 3.48% 11/01/51 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 14089 |
| &nbsp;&nbsp;&nbsp; 5.30% 01/15/31 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14648 |
| &nbsp;&nbsp;&nbsp; 5.65% 11/01/32 (c) | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 24211 |
| &nbsp;&nbsp;&nbsp; 5.80% 01/15/35 (c) | &nbsp;&nbsp; 145000 | &nbsp;&nbsp; 154386 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40% 08/08/26 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12925 |
| &nbsp;&nbsp;&nbsp; 2.68% 06/01/60 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2232 |
| &nbsp;&nbsp;&nbsp; 2.92% 03/17/52 (c) | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 14771 |
| &nbsp;&nbsp;&nbsp; 3.45% 08/08/36 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1803 |
| &nbsp;&nbsp;&nbsp; 3.50% 02/12/35 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1863 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.88% 09/15/51 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 7408 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20% 07/15/46 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2341 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 3.63% 01/20/27 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2987 |
| &nbsp;&nbsp;&nbsp; 3.97% 07/22/38 (c)(d) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3490 |
| &nbsp;&nbsp;&nbsp; 4.35% 09/08/26 (c) | &nbsp;&nbsp; 44000 | &nbsp;&nbsp; 43993 |
| &nbsp;&nbsp;&nbsp; 4.38% 01/22/47 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3282 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (1.51% fixed <br> rate until 07/20/26; 0.86% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.51% 07/20/27 (c)(d) | &nbsp;&nbsp; 152000 | &nbsp;&nbsp; 150602 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (2.80% fixed <br> rate until 01/25/51; 1.43% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.80% 01/25/52 (c)(d) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 17045 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (2.94% fixed <br> rate until 01/21/32; 1.29% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.94% 01/21/33 (c)(d) | &nbsp;&nbsp; 69000 | &nbsp;&nbsp; 62017 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Morgan Stanley (5.47% fixed <br> rate until 01/18/34; 1.73% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.47% 01/18/35 (c)(d) | &nbsp;&nbsp; $87000 | &nbsp;&nbsp; $88342 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.65% 08/15/30 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3685 |
| &nbsp;&nbsp;&nbsp; 5.20% 12/01/47 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1756 |
| MSCI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 09/01/35 (c) | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 22532 |
| Mylan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20% 04/15/48 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2376 |
| Nasdaq, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95% 08/15/53 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3998 |
| &nbsp;&nbsp;&nbsp; 6.10% 06/28/63 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3002 |
| NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 03/17/32 (c) | &nbsp;&nbsp; 41000 | &nbsp;&nbsp; 41904 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90% 08/15/34 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14108 |
| &nbsp;&nbsp;&nbsp; 5.40% 08/15/54 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3870 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00% 03/15/54 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5014 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. (5.65% fixed <br> rate until 05/01/29; 3.16% + <br> 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.65% 05/01/79 (c)(d) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3990 |
| NGPL PipeCo LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25% 07/15/31 (c)(h) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 14716 |
| Niagara Mohawk Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.66% 01/17/54 (c)(h) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9403 |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 03/27/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2088 |
| &nbsp;&nbsp;&nbsp; NiSource, Inc. (5.75% fixed <br> rate until 04/15/31; 2.04% + <br> 5 yr. CMT thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 07/15/56 (c)(d) | &nbsp;&nbsp; 58000 | &nbsp;&nbsp; 57025 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95% 10/01/42 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2440 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13% 11/02/32 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 17097 |
| &nbsp;&nbsp;&nbsp; Northwestern Mutual Life <br> Insurance Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.45% 03/30/51 (c)(h) | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 12423 |
| NOV, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60% 12/01/29 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3866 |
| Novant Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.32% 11/01/61 (c) | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 4405 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20% 08/14/30 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7327 |
| NRG Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.73% 10/15/30 (c)(h) | &nbsp;&nbsp; 33000 | &nbsp;&nbsp; 32609 |
| &nbsp;&nbsp;&nbsp; 5.41% 10/15/35 (c)(h) | &nbsp;&nbsp; 37000 | &nbsp;&nbsp; 36237 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90% 03/27/28 - 06/01/43 <br> (c)<br>| &nbsp;&nbsp; 43000 | &nbsp;&nbsp; 43137 |
| &nbsp;&nbsp;&nbsp; 5.40% 06/21/34 (c) | &nbsp;&nbsp; 52000 | &nbsp;&nbsp; 52867 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85% 04/01/30 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3796 |
| &nbsp;&nbsp;&nbsp; 3.50% 04/01/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2210 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25% 04/01/30 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3816 |
| &nbsp;&nbsp;&nbsp; Oncor Electric Delivery Co. <br> LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.80% 09/30/47 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1506 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35% 03/15/29 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2981 |
| &nbsp;&nbsp;&nbsp; 5.80% 11/01/30 (c) | &nbsp;&nbsp; 61000 | &nbsp;&nbsp; 63456 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

16 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 6.10% 11/15/32 (c) | &nbsp;&nbsp; $13000 | &nbsp;&nbsp; $13703 |
| &nbsp;&nbsp;&nbsp; 6.63% 09/01/53 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 16432 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30% 03/25/28 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1906 |
| &nbsp;&nbsp;&nbsp; 2.65% 07/15/26 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2987 |
| &nbsp;&nbsp;&nbsp; 2.95% 04/01/30 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 10947 |
| &nbsp;&nbsp;&nbsp; 3.60% 04/01/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1810 |
| &nbsp;&nbsp;&nbsp; 3.95% 03/25/51 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00% 07/15/46 - 11/15/47 <br> (c)<br>| &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3326 |
| &nbsp;&nbsp;&nbsp; 4.10% 03/25/61 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3086 |
| &nbsp;&nbsp;&nbsp; 4.55% 02/04/29 (c) | &nbsp;&nbsp; 65000 | &nbsp;&nbsp; 64165 |
| &nbsp;&nbsp;&nbsp; 5.35% 05/04/33 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14595 |
| &nbsp;&nbsp;&nbsp; 5.55% 02/06/53 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2393 |
| &nbsp;&nbsp;&nbsp; 5.70% 02/04/36 (c) | &nbsp;&nbsp; 45000 | &nbsp;&nbsp; 43264 |
| &nbsp;&nbsp;&nbsp; 6.15% 11/09/29 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14436 |
| &nbsp;&nbsp;&nbsp; 6.90% 11/09/52 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2835 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.57% 02/15/30 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11139 |
| &nbsp;&nbsp;&nbsp; 3.36% 02/15/50 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 13662 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 06/01/30 (c) | &nbsp;&nbsp; 30000 | &nbsp;&nbsp; 29041 |
| &nbsp;&nbsp;&nbsp; 4.40% 01/30/48 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1607 |
| &nbsp;&nbsp;&nbsp; 5.70% 06/15/34 (c) | &nbsp;&nbsp; 99000 | &nbsp;&nbsp; 102434 |
| &nbsp;&nbsp;&nbsp; 5.95% 06/15/54 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3963 |
| Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10% 08/01/27 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3876 |
| &nbsp;&nbsp;&nbsp; 2.50% 02/01/31 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 12557 |
| &nbsp;&nbsp;&nbsp; 3.00% 06/15/28 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9669 |
| &nbsp;&nbsp;&nbsp; 3.30% 08/01/40 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 10474 |
| &nbsp;&nbsp;&nbsp; 3.50% 08/01/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1979 |
| &nbsp;&nbsp;&nbsp; 4.30% 03/15/45 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 8586 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.70% 09/15/30 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2730 |
| &nbsp;&nbsp;&nbsp; 2.90% 06/15/52 (c) | &nbsp;&nbsp; 49000 | &nbsp;&nbsp; 27853 |
| &nbsp;&nbsp;&nbsp; 5.80% 01/15/55 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9138 |
| &nbsp;&nbsp;&nbsp; 6.25% 10/15/37 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4132 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp; 3.05% 10/01/51 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 8175 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 2.90% 01/15/27 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1966 |
| &nbsp;&nbsp;&nbsp; 3.70% 06/01/28 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1935 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25% 06/14/29 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1939 |
| &nbsp;&nbsp;&nbsp; 4.50% 09/15/29 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 28153 |
| Patterson-UTI Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.15% 10/01/33 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 11816 |
| Paychex, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10% 04/15/30 (c) | &nbsp;&nbsp; 31000 | &nbsp;&nbsp; 31290 |
| &nbsp;&nbsp;&nbsp; 5.60% 04/15/35 (c) | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 23105 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65% 10/01/26 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3969 |
| &nbsp;&nbsp;&nbsp; 3.25% 06/01/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1934 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63% 05/01/30 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1803 |
| &nbsp;&nbsp;&nbsp; 2.63% 07/29/29 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3806 |
| &nbsp;&nbsp;&nbsp; 2.75% 10/21/51 (c) | &nbsp;&nbsp; 19000 | &nbsp;&nbsp; 11664 |
| &nbsp;&nbsp;&nbsp; Pfizer Investment Enterprises <br> Pte. Ltd.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 05/19/33 (c) | &nbsp;&nbsp; 104000 | &nbsp;&nbsp; 103611 |
| &nbsp;&nbsp;&nbsp; 5.30% 05/19/53 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3715 |
| &nbsp;&nbsp;&nbsp; 5.34% 05/19/63 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5445 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70% 05/28/50 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 12259 |
| &nbsp;&nbsp;&nbsp; 3.90% 03/15/39 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2609 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 4.13% 12/15/46 (c) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $2415 |
| &nbsp;&nbsp;&nbsp; 4.40% 05/15/44 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1735 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10% 05/01/30 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1822 |
| &nbsp;&nbsp;&nbsp; 3.38% 08/15/29 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2906 |
| &nbsp;&nbsp;&nbsp; 4.13% 03/04/43 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1655 |
| &nbsp;&nbsp;&nbsp; 5.13% 02/15/30 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 12250 |
| &nbsp;&nbsp;&nbsp; 5.25% 02/13/34 (c) | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 203812 |
| &nbsp;&nbsp;&nbsp; 5.63% 11/17/29 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14559 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15% 12/15/30 (c) | &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 31374 |
| &nbsp;&nbsp;&nbsp; 3.15% 12/15/29 (c) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 20020 |
| &nbsp;&nbsp;&nbsp; 3.30% 03/15/52 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 7106 |
| &nbsp;&nbsp;&nbsp; 3.75% 03/01/28 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2968 |
| &nbsp;&nbsp;&nbsp; 4.68% 02/15/45 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2525 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25% 07/01/33 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4176 |
| &nbsp;&nbsp;&nbsp; 6.88% 05/15/34 (c) | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 18351 |
| &nbsp;&nbsp;&nbsp; Pioneer Natural Resources <br> Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.15% 01/15/31 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 25241 |
| PPL Capital Funding, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10% 05/15/26 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4993 |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% 06/15/45 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2557 |
| Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00% 03/15/32 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 14608 |
| &nbsp;&nbsp;&nbsp; 3.70% 03/15/52 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2178 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.05% 03/01/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1955 |
| &nbsp;&nbsp;&nbsp; 5.00% 03/15/34 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4005 |
| &nbsp;&nbsp;&nbsp; 5.25% 03/15/54 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3726 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.94% 12/07/49 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 5958 |
| &nbsp;&nbsp;&nbsp; Prudential Financial, Inc. <br> (5.70% fixed rate until <br> 09/15/28; 2.67% + 3 mo. <br> Term SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.70% 09/15/48 (c)(d) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3956 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 3.70% 06/15/28 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2963 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35% 08/01/53 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4707 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30% 05/20/47 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2434 |
| &nbsp;&nbsp;&nbsp; 4.50% 05/20/52 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 13047 |
| Quest Diagnostics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95% 06/30/30 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1874 |
| &nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75% 09/15/30 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 9753 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80% 08/12/28 (c) | &nbsp;&nbsp; 37000 | &nbsp;&nbsp; 34741 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp. <br> (5.72% fixed rate until <br> 06/06/29; 1.49% + SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.72% 06/06/30 (c)(d) | &nbsp;&nbsp; 101000 | &nbsp;&nbsp; 103640 |
| RenaissanceRe Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 06/05/33 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 16433 |
| Reynolds American, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70% 08/15/35 (c) | &nbsp;&nbsp; 33000 | &nbsp;&nbsp; 33914 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75% 11/02/51 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2406 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 03/14/35 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 15226 |
| &nbsp;&nbsp;&nbsp; 5.75% 03/14/55 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15932 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 17

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 5.88% 03/14/65 (c) | &nbsp;&nbsp; $16000 | &nbsp;&nbsp; $15920 |
| ROBLOX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 05/01/30 (c)(h) | &nbsp;&nbsp; 68000 | &nbsp;&nbsp; 63845 |
| Rockwell Automation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80% 08/15/61 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2233 |
| &nbsp;&nbsp;&nbsp; 4.20% 03/01/49 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2435 |
| Ross Stores, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70% 04/15/27 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2002 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38% 01/15/36 (c) | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 17691 |
| &nbsp;&nbsp;&nbsp; 5.63% 09/30/31 (c)(h) | &nbsp;&nbsp; 73000 | &nbsp;&nbsp; 73781 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75% 09/02/27 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2891 |
| &nbsp;&nbsp;&nbsp; 2.20% 09/02/30 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1800 |
| &nbsp;&nbsp;&nbsp; 3.30% 09/02/40 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1516 |
| &nbsp;&nbsp;&nbsp; 5.40% 09/02/34 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9074 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90% 09/01/31 (c) | &nbsp;&nbsp; 47000 | &nbsp;&nbsp; 40931 |
| &nbsp;&nbsp;&nbsp; 2.82% 09/01/51 (c) | &nbsp;&nbsp; 39000 | &nbsp;&nbsp; 23847 |
| &nbsp;&nbsp;&nbsp; 3.13% 05/04/27 (c) | &nbsp;&nbsp; 21000 | &nbsp;&nbsp; 20736 |
| &nbsp;&nbsp;&nbsp; 3.50% 03/15/27 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2978 |
| &nbsp;&nbsp;&nbsp; 4.15% 05/15/45 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2453 |
| &nbsp;&nbsp;&nbsp; 4.45% 11/16/38 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3691 |
| &nbsp;&nbsp;&nbsp; 6.10% 03/15/34 (c) | &nbsp;&nbsp; 59000 | &nbsp;&nbsp; 63532 |
| &nbsp;&nbsp;&nbsp; 6.40% 03/15/54 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 16167 |
| Ryder System, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90% 12/01/26 (c) | &nbsp;&nbsp; 24000 | &nbsp;&nbsp; 23743 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95% 07/15/31 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 13083 |
| &nbsp;&nbsp;&nbsp; 2.70% 07/15/41 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 7500 |
| SBA Communications Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 02/15/27 (c) | &nbsp;&nbsp; 134000 | &nbsp;&nbsp; 132655 |
| Schlumberger Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90% 05/17/28 (c)(h) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4960 |
| &nbsp;&nbsp;&nbsp; 5.00% 06/01/34 (c)(h) | &nbsp;&nbsp; 56000 | &nbsp;&nbsp; 55997 |
| Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.57% 10/15/26 (c)(h) | &nbsp;&nbsp; 57000 | &nbsp;&nbsp; 56895 |
| &nbsp;&nbsp;&nbsp; Selective Insurance Group, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.38% 03/01/49 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1800 |
| &nbsp;&nbsp;&nbsp; Sempra (4.13% fixed rate until <br> 01/01/27; 2.87% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 04/01/52 (c)(d) | &nbsp;&nbsp; 26000 | &nbsp;&nbsp; 25249 |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38% 11/07/29 (c) | &nbsp;&nbsp; 136000 | &nbsp;&nbsp; 127603 |
| &nbsp;&nbsp;&nbsp; 3.13% 11/07/49 (c)(h) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 7288 |
| &nbsp;&nbsp;&nbsp; 3.25% 04/06/50 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3400 |
| &nbsp;&nbsp;&nbsp; 3.75% 09/12/46 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3057 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 06/15/27 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2970 |
| Smith & Nephew PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.40% 03/20/34 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9130 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60% 09/01/29 (c) | &nbsp;&nbsp; 33000 | &nbsp;&nbsp; 32918 |
| &nbsp;&nbsp;&nbsp; 5.00% 09/01/34 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 27407 |
| &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure <br> Holdings LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.58% 10/01/34 (c) | &nbsp;&nbsp; 54000 | &nbsp;&nbsp; 53648 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 04/01/47 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 11159 |
| &nbsp;&nbsp;&nbsp; 4.20% 03/01/29 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11866 |
| &nbsp;&nbsp;&nbsp; 5.65% 10/01/28 (c) | &nbsp;&nbsp; 174000 | &nbsp;&nbsp; 178260 |
| Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25% 07/01/26 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2993 |
| &nbsp;&nbsp;&nbsp; 3.70% 04/30/30 (c) | &nbsp;&nbsp; 27000 | &nbsp;&nbsp; 26152 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63% 02/10/30 (c) | &nbsp;&nbsp; $12000 | &nbsp;&nbsp; $10996 |
| &nbsp;&nbsp;&nbsp; Southwestern Electric Power <br> Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.75% 10/01/26 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2976 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 10/15/26 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2983 |
| &nbsp;&nbsp;&nbsp; 4.50% 03/15/45 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1675 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 11/15/28 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1984 |
| Store Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95% 02/11/31 (c)(h) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9919 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95% 06/15/30 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 13551 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.18% 07/13/43 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 29438 |
| Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 11/15/47 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2262 |
| Synopsys, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85% 04/01/30 (c) | &nbsp;&nbsp; 39000 | &nbsp;&nbsp; 39291 |
| &nbsp;&nbsp;&nbsp; 5.15% 04/01/35 (c) | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 23042 |
| &nbsp;&nbsp;&nbsp; 5.70% 04/01/55 (c) | &nbsp;&nbsp; 23000 | &nbsp;&nbsp; 21967 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95% 04/01/30 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2076 |
| &nbsp;&nbsp;&nbsp; 6.60% 04/01/50 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3097 |
| Takeoff Merger Sub, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85% 03/24/31 (c)(h) | &nbsp;&nbsp; 25000 | &nbsp;&nbsp; 24701 |
| &nbsp;&nbsp;&nbsp; Take-Two Interactive Software, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.70% 04/14/27 (c) | &nbsp;&nbsp; 36000 | &nbsp;&nbsp; 35653 |
| &nbsp;&nbsp;&nbsp; 4.00% 04/14/32 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2861 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40% 03/15/31 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 14449 |
| &nbsp;&nbsp;&nbsp; 3.45% 03/15/51 (c) | &nbsp;&nbsp; 8000 | &nbsp;&nbsp; 5533 |
| &nbsp;&nbsp;&nbsp; 4.35% 05/15/44 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 8352 |
| Tanger Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.75% 09/01/31 (c) | &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 31277 |
| Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05% 03/15/32 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 14498 |
| &nbsp;&nbsp;&nbsp; 4.13% 07/15/27 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2986 |
| &nbsp;&nbsp;&nbsp; 5.10% 03/11/30 (c) | &nbsp;&nbsp; 204000 | &nbsp;&nbsp; 206260 |
| &nbsp;&nbsp;&nbsp; 5.50% 03/11/35 (c) | &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 35109 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50% 03/30/34 (c) | &nbsp;&nbsp; 42000 | &nbsp;&nbsp; 45411 |
| &nbsp;&nbsp;&nbsp; Targa Resources <br> Partners LP/Targa <br> Resources Partners Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 01/15/28 (c) | &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 39949 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95% 01/15/27 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3936 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 03/15/39 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2618 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80% 10/15/41 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3651 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.55% 05/01/37 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2016 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50% 04/15/31 (c) | &nbsp;&nbsp; 160000 | &nbsp;&nbsp; 151461 |
| &nbsp;&nbsp;&nbsp; 3.75% 04/15/27 (c) | &nbsp;&nbsp; 22000 | &nbsp;&nbsp; 21867 |
| &nbsp;&nbsp;&nbsp; 4.50% 04/15/50 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3229 |
| &nbsp;&nbsp;&nbsp; 4.80% 07/15/28 (c) | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 50469 |
| &nbsp;&nbsp;&nbsp; 5.50% 01/15/55 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3682 |
| Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.20% 03/10/32 (c) | &nbsp;&nbsp; 35000 | &nbsp;&nbsp; 32207 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

18 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 4.46% 06/08/32 (c) | &nbsp;&nbsp; $16000 | &nbsp;&nbsp; $15757 |
| &nbsp;&nbsp;&nbsp; Toronto-Dominion Bank <br> (3.63% fixed rate until <br> 09/15/26; 2.21% + 5 yr. USD <br> Swap thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.63% 09/15/31 (c)(d) | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 17892 |
| &nbsp;&nbsp;&nbsp; TotalEnergies Capital <br> International SA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.83% 01/10/30 (c) | &nbsp;&nbsp; 67000 | &nbsp;&nbsp; 63543 |
| Tractor Supply Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 05/15/33 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10145 |
| &nbsp;&nbsp;&nbsp; Trane Technologies Financing <br> Ltd.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.80% 03/21/29 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2962 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 05/15/28 (c) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11947 |
| &nbsp;&nbsp;&nbsp; Transcontinental Gas Pipe <br> Line Co. LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 03/15/28 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2981 |
| &nbsp;&nbsp;&nbsp; 5.10% 03/15/36 (c)(h) | &nbsp;&nbsp; 27000 | &nbsp;&nbsp; 26792 |
| Travelers Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55% 04/27/50 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 11806 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp. (6.67% <br> fixed rate until 09/01/26; <br> 3.00% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.67% 09/01/26 (c)(d) | &nbsp;&nbsp; 43000 | &nbsp;&nbsp; 42929 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 06/01/44 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1642 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40% 03/15/29 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10255 |
| &nbsp;&nbsp;&nbsp; 5.70% 03/15/34 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14493 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp (4.97% fixed rate <br> until 07/22/32; 2.11% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.97% 07/22/33 (c)(d) | &nbsp;&nbsp; 32000 | &nbsp;&nbsp; 31681 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp (5.68% fixed rate <br> until 01/23/34; 1.86% + <br> SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.68% 01/23/35 (c)(d) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 16521 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15% 01/15/31 (c) | &nbsp;&nbsp; 31000 | &nbsp;&nbsp; 30312 |
| &nbsp;&nbsp;&nbsp; 4.80% 09/15/35 (c) | &nbsp;&nbsp; 27000 | &nbsp;&nbsp; 26222 |
| UDR, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10% 08/01/32 (c) | &nbsp;&nbsp; 20000 | &nbsp;&nbsp; 16921 |
| &nbsp;&nbsp;&nbsp; 3.00% 08/15/31 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2748 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55% 05/20/61 (c) | &nbsp;&nbsp; 9000 | &nbsp;&nbsp; 5936 |
| &nbsp;&nbsp;&nbsp; 3.60% 09/15/37 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2625 |
| &nbsp;&nbsp;&nbsp; 3.80% 04/06/71 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2693 |
| &nbsp;&nbsp;&nbsp; 4.10% 09/15/67 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2897 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 05/22/54 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 10481 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00% 05/15/30 (c) | &nbsp;&nbsp; 92000 | &nbsp;&nbsp; 83339 |
| &nbsp;&nbsp;&nbsp; 4.20% 05/15/32 (c) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 13643 |
| &nbsp;&nbsp;&nbsp; 4.45% 12/15/48 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75% 07/15/45 - 05/15/52 <br> (c)<br>| &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 33761 |
| &nbsp;&nbsp;&nbsp; 5.05% 04/15/53 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5278 |
| &nbsp;&nbsp;&nbsp; 5.20% 04/15/63 (c) | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 13067 |
| &nbsp;&nbsp;&nbsp; 6.05% 02/15/63 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1998 |
| Utah Acquisition Sub, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95% 06/15/26 (c) | &nbsp;&nbsp; 42000 | &nbsp;&nbsp; 41888 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13% 06/12/33 (c) | &nbsp;&nbsp; 33000 | &nbsp;&nbsp; 34297 |
| &nbsp;&nbsp;&nbsp; 6.40% 06/28/54 (c) | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 18147 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25% 10/15/26 (c) | &nbsp;&nbsp; $8000 | &nbsp;&nbsp; $7955 |
| &nbsp;&nbsp;&nbsp; 5.63% 07/01/34 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 11274 |
| Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 06/05/34 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 27861 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36% 03/15/32 (c) | &nbsp;&nbsp; 67000 | &nbsp;&nbsp; 58486 |
| &nbsp;&nbsp;&nbsp; 2.55% 03/21/31 (c) | &nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9079 |
| &nbsp;&nbsp;&nbsp; 3.40% 03/22/41 (c) | &nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3845 |
| &nbsp;&nbsp;&nbsp; 3.55% 03/22/51 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2790 |
| &nbsp;&nbsp;&nbsp; 3.70% 03/22/61 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2662 |
| &nbsp;&nbsp;&nbsp; 4.40% 11/01/34 (c) | &nbsp;&nbsp; 36000 | &nbsp;&nbsp; 34256 |
| &nbsp;&nbsp;&nbsp; 4.86% 08/21/46 (c) | &nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5230 |
| &nbsp;&nbsp;&nbsp; 5.40% 07/02/37 (c) | &nbsp;&nbsp; 22000 | &nbsp;&nbsp; 21917 |
| Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 06/22/50 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2619 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 11/15/46 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2300 |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.00% 04/15/34 (c)(h) | &nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14433 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40% 04/01/28 (c) | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 16294 |
| &nbsp;&nbsp;&nbsp; 2.95% 04/01/31 (c) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 14540 |
| Vornado Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.15% 06/01/26 (c) | &nbsp;&nbsp; 287000 | &nbsp;&nbsp; 285642 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90% 04/01/27 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1993 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80% 09/22/31 (c) | &nbsp;&nbsp; 39000 | &nbsp;&nbsp; 34581 |
| &nbsp;&nbsp;&nbsp; 2.50% 09/22/41 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2148 |
| &nbsp;&nbsp;&nbsp; 2.65% 09/22/51 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1232 |
| Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65% 01/13/31 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12065 |
| &nbsp;&nbsp;&nbsp; 3.38% 11/15/26 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1991 |
| &nbsp;&nbsp;&nbsp; 3.60% 01/13/51 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2171 |
| &nbsp;&nbsp;&nbsp; 4.75% 11/15/46 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1765 |
| &nbsp;&nbsp;&nbsp; 6.65% 11/15/37 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4501 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15% 01/24/29 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12925 |
| &nbsp;&nbsp;&nbsp; 4.75% 12/07/46 (c) | &nbsp;&nbsp; 11000 | &nbsp;&nbsp; 9223 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (2.39% <br> fixed rate until 06/02/27; <br> 2.10% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.39% 06/02/28 (c)(d) | &nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11713 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (3.07% <br> fixed rate until 04/30/40; <br> 2.53% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.07% 04/30/41 (c)(d) | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 12013 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (3.20% <br> fixed rate until 06/17/26; <br> 1.43% + 3 mo. Term SOFR <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.20% 06/17/27 (c)(d) | &nbsp;&nbsp; 147000 | &nbsp;&nbsp; 146578 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (5.24% <br> fixed rate until 01/24/30; <br> 1.11% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.24% 01/24/31 (c)(d) | &nbsp;&nbsp; 100000 | &nbsp;&nbsp; 101914 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (5.50% <br> fixed rate until 01/23/34; <br> 1.78% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 01/23/35 (c)(d) | &nbsp;&nbsp; 19000 | &nbsp;&nbsp; 19333 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (6.49% <br> fixed rate until 10/23/33; <br> 2.06% + SOFR thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.49% 10/23/34 (c)(d) | &nbsp;&nbsp; 182000 | &nbsp;&nbsp; 196815 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 19

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; Westpac Banking Corp. <br> (4.11% fixed rate until <br> 07/24/29; 2.00% + 5 yr. CMT <br> thereafter)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.11% 07/24/34 (c)(d) | &nbsp;&nbsp; $3000 | &nbsp;&nbsp; $2925 |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75% 06/15/27 (c) | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1985 |
| &nbsp;&nbsp;&nbsp; 4.85% 03/01/48 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2566 |
| &nbsp;&nbsp;&nbsp; 4.90% 01/15/45 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3505 |
| &nbsp;&nbsp;&nbsp; 5.30% 08/15/52 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2702 |
| &nbsp;&nbsp;&nbsp; 5.40% 03/04/44 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2793 |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 09/15/49 (c) | &nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2892 |
| Workday, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50% 04/01/27 (c) | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12884 |
| &nbsp;&nbsp;&nbsp; 3.70% 04/01/29 (c) | &nbsp;&nbsp; 27000 | &nbsp;&nbsp; 26314 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90% 08/20/28 (c) | &nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2972 |
| &nbsp;&nbsp;&nbsp; 5.60% 11/16/32 (c) | &nbsp;&nbsp; 28000 | &nbsp;&nbsp; 29313 |
| &nbsp;&nbsp;&nbsp; Total Corporate Notes <br>(Cost $16,992,437)<br>|  | &nbsp;&nbsp; 16599043 |
| Non-Agency Collateralized Mortgage Obligations - 3.2%  | Non-Agency Collateralized Mortgage Obligations - 3.2%  | Non-Agency Collateralized Mortgage Obligations - 3.2%  |
| A&D Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.23% 10/25/70 (c)(h)(i) | &nbsp;&nbsp; 239977 | &nbsp;&nbsp; 239450 |
| Angel Oak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.96% 09/25/70 (c)(d)(h) | &nbsp;&nbsp; 243381 | &nbsp;&nbsp; 242006 |
| Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.18% 09/15/60  | &nbsp;&nbsp; 605304 | &nbsp;&nbsp; 595248 |
| &nbsp;&nbsp;&nbsp; 4.41% 11/15/61 (d) | &nbsp;&nbsp; 320000 | &nbsp;&nbsp; 319110 |
| &nbsp;&nbsp;&nbsp; Cantor Commercial Real <br> Estate Lending<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.01% 01/15/53  | &nbsp;&nbsp; 139000 | &nbsp;&nbsp; 130850 |
| CD Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.91% 08/15/57  | &nbsp;&nbsp; 246000 | &nbsp;&nbsp; 231601 |
| &nbsp;&nbsp;&nbsp; Citigroup Commercial <br> Mortgage Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.72% 12/10/49 (d) | &nbsp;&nbsp; 119583 | &nbsp;&nbsp; 118190 |
| &nbsp;&nbsp;&nbsp; 4.03% 12/10/49 (d) | &nbsp;&nbsp; 78331 | &nbsp;&nbsp; 75230 |
| COMM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.92% 10/15/45 (h) | &nbsp;&nbsp; 94569 | &nbsp;&nbsp; 90930 |
| Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.93% 09/25/70 (c)(d)(h) | &nbsp;&nbsp; 335735 | &nbsp;&nbsp; 333454 |
| GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.75% 09/10/52  | &nbsp;&nbsp; 419000 | &nbsp;&nbsp; 395653 |
| &nbsp;&nbsp;&nbsp; 3.05% 11/10/52  | &nbsp;&nbsp; 493000 | &nbsp;&nbsp; 467440 |
| &nbsp;&nbsp;&nbsp; 3.67% 03/10/50  | &nbsp;&nbsp; 240062 | &nbsp;&nbsp; 237687 |
| &nbsp;&nbsp;&nbsp; 4.14% 03/10/51 (d) | &nbsp;&nbsp; 73000 | &nbsp;&nbsp; 69985 |
| &nbsp;&nbsp;&nbsp; 4.29% 11/10/48 (d) | &nbsp;&nbsp; 117000 | &nbsp;&nbsp; 102586 |
| &nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage <br> Securities Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.49% 11/15/48 (d) | &nbsp;&nbsp; 71000 | &nbsp;&nbsp; 15001 |
| MASTR Alternative Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 08/25/18 (c)(e)(j) | &nbsp;&nbsp; 224 | &nbsp;&nbsp; 1 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.87% 10/25/65 (c)(d)(h) | &nbsp;&nbsp; 510718 | &nbsp;&nbsp; 506990 |
| &nbsp;&nbsp;&nbsp; 5.02% 10/25/65 (c)(d)(h) | &nbsp;&nbsp; 326571 | &nbsp;&nbsp; 325176 |
| &nbsp;&nbsp;&nbsp; 5.06% 09/25/65 (c)(d)(h) | &nbsp;&nbsp; 135384 | &nbsp;&nbsp; 134965 |
| PRKCM Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.10% 10/25/60 (c)(d)(h) | &nbsp;&nbsp; 264632 | &nbsp;&nbsp; 263426 |
| Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.87% 09/25/70 (c)(d)(h) | &nbsp;&nbsp; 141456 | &nbsp;&nbsp; 140617 |
| &nbsp;&nbsp;&nbsp; 4.91% 11/25/70 (c)(d)(h) | &nbsp;&nbsp; 509249 | &nbsp;&nbsp; 506035 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Fair**<br> **Value**<br>|
| &nbsp;&nbsp;&nbsp; 4.94% 10/27/70 (c)(d)(h) | &nbsp;&nbsp; $252539 | &nbsp;&nbsp; $251056 |
| &nbsp;&nbsp;&nbsp; Total Non-Agency <br> Collateralized Mortgage <br> Obligations <br>(Cost $6,164,484)<br>|  | &nbsp;&nbsp; 5792687 |
| Municipal Bonds and Notes - 0.0%\*  | Municipal Bonds and Notes - 0.0%\*  | Municipal Bonds and Notes - 0.0%\*  |
| State of California, CA |  |  |
| &nbsp;&nbsp;&nbsp; 4.60% 04/01/38 (c)(k) | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 50582 |
| &nbsp;&nbsp;&nbsp; Total Municipal Bonds and <br> Notes <br>(Cost $50,621)<br>|  | &nbsp;&nbsp; 50582 |
| &nbsp;&nbsp;&nbsp; **Total Bonds and Notes** <br>(Cost $65,679,967)<br>|  | &nbsp;&nbsp; 64094834 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number** <br>**of Shares**<br>|  |
| **Exchange Traded & Mutual Funds - 23.0%**  | **Exchange Traded & Mutual Funds - 23.0%**  | **Exchange Traded & Mutual Funds - 23.0%**  |
| &nbsp;&nbsp;&nbsp; State Street Global All Cap <br> Equity ex-U.S. Index <br> Portfolio <br>(Cost $29,860,457)<br>| &nbsp;&nbsp; 278443 | &nbsp;&nbsp; 41546434 |
| &nbsp;&nbsp;&nbsp; **Total Investments in** <br> **Securities** <br>(Cost $134,064,862)<br>|  | &nbsp;&nbsp; 175995076 |
| **Short-Term Investments - 8.1%**  | **Short-Term Investments - 8.1%**  | **Short-Term Investments - 8.1%**  |
| &nbsp;&nbsp;&nbsp; Dreyfus Treasury & Agency <br> Cash Management <br> Institutional Shares 3.54% <br> (c)<br>| &nbsp;&nbsp; 1277137 | &nbsp;&nbsp; 1277137 |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> Treasury Money Market <br> Fund - Premier Class 3.60% <br> (c)(l)(m)<br>| &nbsp;&nbsp; 5824170 | &nbsp;&nbsp; 5824170 |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> Treasury Plus Money Market <br> Fund - Premier Class 3.60% <br> (c)(l)(m)<br>| &nbsp;&nbsp; 1277140 | &nbsp;&nbsp; 1277140 |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Class G <br> Shares 3.64% (c)(l)(m)<br>| &nbsp;&nbsp; 6316030 | &nbsp;&nbsp; 6316030 |
| &nbsp;&nbsp;&nbsp; **Total Short-Term** <br> **Investments** <br>(Cost $14,694,477)<br>|  | &nbsp;&nbsp; 14694477 |
| &nbsp;&nbsp;&nbsp; **Total Investments** <br>(Cost $148,759,339)<br>|  | &nbsp;&nbsp; 190689553 |
| **Liabilities in Excess of** <br> **Other Assets, net -** <br> **(5.5)%**<br>|  | &nbsp;&nbsp; (10013526)<br>|
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp; $180676027 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

20 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

------

**Other Information:**

------

Centrally Cleared Credit Default Swaps:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | **Counterparty** | **Notional** <br>**Amount** <br>**(000s** <br>**omitted)**<br>| **Contract** <br>**Annual** <br>**Fixed Rate/** <br>**Payment** <br>**Frequency**<br>| **Termination** <br>**Date**<br>| **Market** <br>**Value**<br>| **Unamortized** <br>**Upfront** <br>**Payments** <br>**Received (Paid)**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Buy Protection**  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Markit CDX North <br> America High Yield <br> Index<br>| Intercontinental <br> Exchange<br>| $9550 | 1.00 %/<br>Quarterly<br>| 06/20/30 | $(170998)<br>| $(159532)<br>| $(11466)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The Fund had the following long futures contracts open at March 31, 2026:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Ultra Long-Term U.S. Treasury Bond Futures | June 2026 | &nbsp;&nbsp; 13 | &nbsp;&nbsp; $1513743 | &nbsp;&nbsp; $1515312 | &nbsp;&nbsp; $1569 |
| U.S. Long Bond Futures | June 2026 | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 704129 | &nbsp;&nbsp; 683250 | &nbsp;&nbsp; (20879)<br>|
| S&P 500 E-mini Index Futures | June 2026 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 670684 | &nbsp;&nbsp; 657075 | &nbsp;&nbsp; (13609)<br>|
| 5 Yr. U.S. Treasury Notes Futures | June 2026 | &nbsp;&nbsp; 46 | &nbsp;&nbsp; 5048556 | &nbsp;&nbsp; 4976265 | &nbsp;&nbsp; (72291)<br>|
| 10 Yr. U.S. Treasury Ultra Futures | June 2026 | &nbsp;&nbsp; 12 | &nbsp;&nbsp; 1381209 | &nbsp;&nbsp; 1362188 | &nbsp;&nbsp; (19021)<br>|
|  |  |  |  |  | &nbsp;&nbsp; $(124231)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The Fund had the following short futures contracts open at March 31, 2026:<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| 10 Yr. U.S. Treasury Notes Futures | June 2026 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $(226248)<br>| &nbsp;&nbsp; $(222094)<br>| &nbsp;&nbsp; $4154 |
| 2 Yr. U.S. Treasury Notes Futures | June 2026 | &nbsp;&nbsp; 28 | &nbsp;&nbsp; (5851542)<br>| &nbsp;&nbsp; (5808469)<br>| &nbsp;&nbsp; 43073 |
|  |  |  |  |  | &nbsp;&nbsp; $47227 |

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(b) State Street Corp. is the parent company of State Street Bank & Trust Co., the Fund's sub-administrator, custodian and accounting agent.

&nbsp;&nbsp;&nbsp;&nbsp;(c) At March 31, 2026, all or a portion of this security was pledged to cover collateral requirements for futures contracts, swaps and/or TBAs.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Variable Rate Security - Interest rate shown is rate in effect at March 31, 2026. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Interest only security. These securities represent the right to receive the monthly interest payments on an underlying pool of mortgages. Payments of principal on the pool reduce the value of the "interest only" holding.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Settlement is on a delayed delivery or when-issued basis with final maturity to be announced ("TBA") in the future.

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 21

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| (g) | Principal only security. These securities represent the <br> right to receive the monthly principal payments on an <br> underlying pool of mortgages. No payments of <br> interest on the pool are passed through to the <br> "principal only" holder.<br>|
| (h) | Pursuant to Rule 144A of the Securities Act of 1933, <br> as amended, these securities may be resold in <br> transactions exempt from registration, normally to <br> qualified institutional buyers. At March 31, 2026, these <br> securities amounted to $5,262,598 or 2.91% of the <br> net assets of the Elfun Diversified Fund.<br>|
| (i) | Step coupon bond. |
| (j) | Security is in default. |
| (k) | Pre-refunded bonds are collateralized by <br> U.S. Treasury securities, which are held in escrow by <br> a trustee and are used to pay principal and interest on <br> the tax-exempt issue to retire the bonds at the earliest <br> refunding date.<br>|
| (l) | Sponsored by SSGA Funds Management, Inc., the <br> Fund's investment adviser and administrator, and an <br> affiliate of State Street Bank & Trust Co., the Fund's <br> sub-administrator, custodian and accounting agent.<br>|
| (m) | Coupon amount represents effective yield. |
| † | Percentages are based on net assets as of March 31, <br> 2026.<br>|
| \* | Less than 0.05%. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Abbreviations:** |
| CMT - Constant Maturity Treasury |
| REIT - Real Estate Investment Trust |
| REMICS - Real Estate Mortgage Investment Conduits |
| RFUCCT - Refinitiv USD IBOR Consumer Cash Fallbacks <br> Term<br>|
| SOFR - Secured Overnight Financing Rate |
| STRIPS - Separate Trading of Registered Interest and <br> Principal of Security<br>|
| TBA - To Be Announced |

---

The following table presents the Fund's investments measured at fair value on a recurring basis at March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Domestic Equity | $70214878 | $— | $— | $70214878 |
| &nbsp;&nbsp;&nbsp; Foreign Equity | 138930 |  |  | 138930 |
| &nbsp;&nbsp;&nbsp; U.S. Treasuries |  | 26412974 |  | 26412974 |
| &nbsp;&nbsp;&nbsp; Agency Mortgage Backed |  | 14009430 |  | 14009430 |
| &nbsp;&nbsp;&nbsp; Agency Collateralized Mortgage Obligations |  | 320824 |  | 320824 |
| &nbsp;&nbsp;&nbsp; Asset Backed |  | 909294 |  | 909294 |
| &nbsp;&nbsp;&nbsp; Corporate Notes |  | 16599043 |  | 16599043 |
| &nbsp;&nbsp;&nbsp; Non-Agency Collateralized Mortgage Obligations |  | 5792687 |  | 5792687 |
| &nbsp;&nbsp;&nbsp; Municipal Bonds and Notes |  | 50582 |  | 50582 |
| &nbsp;&nbsp;&nbsp; Exchange Traded & Mutual Funds | 41546434 |  |  | 41546434 |
| &nbsp;&nbsp;&nbsp; Short-Term Investments | 14694477 |  |  | 14694477 |
| Total Investments in Securities | $126594719 | $64094834 | $— | $190689553 |
| Other Financial Instruments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Credit Default Swap Contracts - Unrealized Depreciation |  | (11466)<br>|  | (11466)<br>|
| &nbsp;&nbsp;&nbsp; Long Futures Contracts - Unrealized Appreciation | 1569 |  |  | 1569 |
| &nbsp;&nbsp;&nbsp; Long Futures Contracts - Unrealized Depreciation | (125800)<br>|  |  | (125800)<br>|
| &nbsp;&nbsp;&nbsp; Short Futures Contracts - Unrealized Appreciation | 47227 |  |  | 47227 |
| Total Other Financial Instruments | $(77004)<br>| $(11466)<br>| $— | $(88470)<br>|

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

22 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

The Fund was invested in the following countries/territories at March 31, 2026 :

---

| | |
|:---|:---|
| **Country/Territory** | **Percentage (based on** <br>**Fair Value)**<br>|
| United States | 98.79<br> %<br>|
| United Kingdom | 0.55<br> %<br>|
| Canada | 0.23<br> %<br>|
| Australia | 0.15<br> %<br>|
| Germany | 0.08<br> %<br>|
| Switzerland | 0.04<br> %<br>|
| France | 0.03<br> %<br>|
| Netherlands | 0.03<br> %<br>|
| Luxembourg | 0.03<br> %<br>|
| Brazil | 0.03<br> %<br>|
| Belgium | 0.02<br> %<br>|
| Japan | 0.01<br> %<br>|
| Bermuda | 0.01<br> %<br>|
|  | 100.00<br> %<br>|

---

The Fund's % share of investment in the various categories, based on Fair Value, is as follows at March 31, 2026 (Unaudited):

---

| | | | |
|:---|:---|:---|:---|
| Industry | Domestic | Foreign | Total |
| &nbsp;&nbsp;&nbsp; Exchange Traded <br> Funds<br>| 21.79<br> %<br>| 0.00<br> %<br>| 21.79<br> %<br>|
| Semiconductors | 4.78<br> %<br>| 0.03<br> %<br>| 4.81<br> %<br>|
| &nbsp;&nbsp;&nbsp; Interactive Media & <br> Services<br>| 2.82<br> %<br>| 0.00<br> %<br>| 2.82<br> %<br>|
| &nbsp;&nbsp;&nbsp; Technology Hardware, <br> Storage & <br> Peripherals<br>| 2.72<br> %<br>| 0.00<br> %<br>| 2.72<br> %<br>|
| Systems Software | 2.24<br> %<br>| 0.00<br> %<br>| 2.24<br> %<br>|
| Broadline Retail | 1.37<br> %<br>| 0.00<br> %<br>| 1.37<br> %<br>|
| Pharmaceuticals | 1.30<br> %<br>| 0.00<br> %<br>| 1.30<br> %<br>|
| Diversified Banks | 1.18<br> %<br>| 0.00<br> %<br>| 1.18<br> %<br>|
| Aerospace & Defense | 0.86<br> %<br>| 0.00<br> %<br>| 0.86<br> %<br>|
| Application Software | 0.80<br> %<br>| 0.00<br> %<br>| 0.80<br> %<br>|
| &nbsp;&nbsp;&nbsp; Automobile <br> Manufacturers<br>| 0.77<br> %<br>| 0.00<br> %<br>| 0.77<br> %<br>|
| Integrated Oil & Gas | 0.76<br> %<br>| 0.00<br> %<br>| 0.76<br> %<br>|
| &nbsp;&nbsp;&nbsp; Consumer Staples <br> Merchandise Retail<br>| 0.72<br> %<br>| 0.00<br> %<br>| 0.72<br> %<br>|
| &nbsp;&nbsp;&nbsp; Transaction & <br> Payment <br> Processing <br> Services<br>| 0.72<br> %<br>| 0.00<br> %<br>| 0.72<br> %<br>|
| Biotechnology | 0.66<br> %<br>| 0.00<br> %<br>| 0.66<br> %<br>|
| Healthcare Equipment | 0.63<br> %<br>| 0.00<br> %<br>| 0.63<br> %<br>|
| Electric Utilities | 0.62<br> %<br>| 0.00<br> %<br>| 0.62<br> %<br>|
| Multi-Sector Holdings | 0.58<br> %<br>| 0.00<br> %<br>| 0.58<br> %<br>|
| &nbsp;&nbsp;&nbsp; Semiconductor <br> Materials & <br> Equipment<br>| 0.53<br> %<br>| 0.00<br> %<br>| 0.53<br> %<br>|
| &nbsp;&nbsp;&nbsp; Investment Banking & <br> Brokerage<br>| 0.48<br> %<br>| 0.00<br> %<br>| 0.48<br> %<br>|
| &nbsp;&nbsp;&nbsp; Movies & <br> Entertainment<br>| 0.45<br> %<br>| 0.00<br> %<br>| 0.45<br> %<br>|
| &nbsp;&nbsp;&nbsp; Communications <br> Equipment<br>| 0.41<br> %<br>| 0.00<br> %<br>| 0.41<br> %<br>|
| &nbsp;&nbsp;&nbsp; Soft Drinks & <br> Non-alcoholic <br> Beverages<br>| 0.39<br> %<br>| 0.00<br> %<br>| 0.39<br> %<br>|
| &nbsp;&nbsp;&nbsp; Property & Casualty <br> Insurance<br>| 0.36<br> %<br>| 0.00<br> %<br>| 0.36<br> %<br>|
| &nbsp;&nbsp;&nbsp; Financial Exchanges <br> & Data<br>| 0.36<br> %<br>| 0.00<br> %<br>| 0.36<br> %<br>|
| &nbsp;&nbsp;&nbsp; Asset Management & <br> Custody Banks<br>| 0.35<br> %<br>| 0.00<br> %<br>| 0.35<br> %<br>|

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 23

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Industry | Domestic | Foreign | Total |
| &nbsp;&nbsp;&nbsp; Integrated <br> Telecommunication <br> Services<br>| 0.34<br> %<br>| 0.00<br> %<br>| 0.34<br> %<br>|
| &nbsp;&nbsp;&nbsp; Construction <br> Machinery & Heavy <br> Transportation <br> Equipment<br>| 0.33<br> %<br>| 0.00<br> %<br>| 0.33<br> %<br>|
| Restaurants | 0.33<br> %<br>| 0.00<br> %<br>| 0.33<br> %<br>|
| Household Products | 0.31<br> %<br>| 0.00<br> %<br>| 0.31<br> %<br>|
| &nbsp;&nbsp;&nbsp; Hotels, Resorts & <br> Cruise Lines<br>| 0.31<br> %<br>| 0.00<br> %<br>| 0.31<br> %<br>|
| &nbsp;&nbsp;&nbsp; Life Sciences Tools & <br> Services<br>| 0.30<br> %<br>| 0.00<br> %<br>| 0.30<br> %<br>|
| &nbsp;&nbsp;&nbsp; Home Improvement <br> Retail<br>| 0.30<br> %<br>| 0.00<br> %<br>| 0.30<br> %<br>|
| &nbsp;&nbsp;&nbsp; Electrical Components <br> & Equipment<br>| 0.29<br> %<br>| 0.00<br> %<br>| 0.29<br> %<br>|
| &nbsp;&nbsp;&nbsp; Oil & Gas Exploration <br> & Production<br>| 0.29<br> %<br>| 0.00<br> %<br>| 0.29<br> %<br>|
| &nbsp;&nbsp;&nbsp; IT Consulting & Other <br> Services<br>| 0.26<br> %<br>| 0.00<br> %<br>| 0.26<br> %<br>|
| &nbsp;&nbsp;&nbsp; Industrial Machinery & <br> Supplies & <br> Components<br>| 0.25<br> %<br>| 0.00<br> %<br>| 0.25<br> %<br>|
| Multi-Utilities | 0.24<br> %<br>| 0.00<br> %<br>| 0.24<br> %<br>|
| Tobacco | 0.24<br> %<br>| 0.00<br> %<br>| 0.24<br> %<br>|
| Managed Healthcare | 0.23<br> %<br>| 0.00<br> %<br>| 0.23<br> %<br>|
| &nbsp;&nbsp;&nbsp; Electronic <br> Components<br>| 0.20<br> %<br>| 0.00<br> %<br>| 0.20<br> %<br>|
| Consumer Finance | 0.20<br> %<br>| 0.00<br> %<br>| 0.20<br> %<br>|
| Industrial Gases | 0.20<br> %<br>| 0.00<br> %<br>| 0.20<br> %<br>|
| Rail Transportation | 0.19<br> %<br>| 0.00<br> %<br>| 0.19<br> %<br>|
| Building Products | 0.18<br> %<br>| 0.00<br> %<br>| 0.18<br> %<br>|
| &nbsp;&nbsp;&nbsp; Oil & Gas Storage & <br> Transportation<br>| 0.17<br> %<br>| 0.00<br> %<br>| 0.17<br> %<br>|
| Insurance Brokers | 0.17<br> %<br>| 0.00<br> %<br>| 0.17<br> %<br>|
| Apparel Retail | 0.16<br> %<br>| 0.00<br> %<br>| 0.16<br> %<br>|
| &nbsp;&nbsp;&nbsp; Heavy Electrical <br> Equipment<br>| 0.16<br> %<br>| 0.00<br> %<br>| 0.16<br> %<br>|
| &nbsp;&nbsp;&nbsp; Healthcare <br> Distributors<br>| 0.15<br> %<br>| 0.00<br> %<br>| 0.15<br> %<br>|
| Specialty Chemicals | 0.15<br> %<br>| 0.00<br> %<br>| 0.15<br> %<br>|
| &nbsp;&nbsp;&nbsp; Industrial <br> Conglomerates<br>| 0.15<br> %<br>| 0.00<br> %<br>| 0.15<br> %<br>|
| &nbsp;&nbsp;&nbsp; Oil & Gas Refining & <br> Marketing<br>| 0.15<br> %<br>| 0.00<br> %<br>| 0.15<br> %<br>|
| &nbsp;&nbsp;&nbsp; Packaged Foods & <br> Meats<br>| 0.14<br> %<br>| 0.00<br> %<br>| 0.14<br> %<br>|
| Healthcare Services | 0.14<br> %<br>| 0.00<br> %<br>| 0.14<br> %<br>|
| Health Care REITs | 0.13<br> %<br>| 0.00<br> %<br>| 0.13<br> %<br>|
| Air Freight & Logistics | 0.12<br> %<br>| 0.00<br> %<br>| 0.12<br> %<br>|
| Automotive Retail | 0.12<br> %<br>| 0.00<br> %<br>| 0.12<br> %<br>|
| Regional Banks | 0.11<br> %<br>| 0.00<br> %<br>| 0.11<br> %<br>|
| &nbsp;&nbsp;&nbsp; Construction & <br> Engineering<br>| 0.11<br> %<br>| 0.00<br> %<br>| 0.11<br> %<br>|
| &nbsp;&nbsp;&nbsp; Environmental & <br> Facilities Services<br>| 0.11<br> %<br>| 0.00<br> %<br>| 0.11<br> %<br>|
| &nbsp;&nbsp;&nbsp; Oil & Gas Equipment <br> & Services<br>| 0.11<br> %<br>| 0.00<br> %<br>| 0.11<br> %<br>|
| &nbsp;&nbsp;&nbsp; Life & Health <br> Insurance<br>| 0.10<br> %<br>| 0.00<br> %<br>| 0.10<br> %<br>|
| Data Center REITs | 0.10<br> %<br>| 0.00<br> %<br>| 0.10<br> %<br>|
| Retail REITs | 0.10<br> %<br>| 0.00<br> %<br>| 0.10<br> %<br>|
| &nbsp;&nbsp;&nbsp; Trading Companies & <br> Distributors<br>| 0.10<br> %<br>| 0.00<br> %<br>| 0.10<br> %<br>|
| &nbsp;&nbsp;&nbsp; Passenger Ground <br> Transportation<br>| 0.10<br> %<br>| 0.00<br> %<br>| 0.10<br> %<br>|
| Telecom Tower REITs | 0.09<br> %<br>| 0.00<br> %<br>| 0.09<br> %<br>|

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

24 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Industry | Domestic | Foreign | Total |
| &nbsp;&nbsp;&nbsp; Agricultural & Farm <br> Machinery<br>| 0.09<br> %<br>| 0.00<br> %<br>| 0.09<br> %<br>|
| Construction Materials | 0.09<br> %<br>| 0.00<br> %<br>| 0.09<br> %<br>|
| Gold | 0.08<br> %<br>| 0.00<br> %<br>| 0.08<br> %<br>|
| Industrial REITs | 0.08<br> %<br>| 0.00<br> %<br>| 0.08<br> %<br>|
| &nbsp;&nbsp;&nbsp; Human Resource & <br> Employment <br> Services<br>| 0.07<br> %<br>| 0.00<br> %<br>| 0.07<br> %<br>|
| &nbsp;&nbsp;&nbsp; Wireless <br> Telecommunication <br> Services<br>| 0.07<br> %<br>| 0.00<br> %<br>| 0.07<br> %<br>|
| &nbsp;&nbsp;&nbsp; Multi-Family <br> Residential REITs<br>| 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Paper & Plastic <br> Packaging Products <br> & Materials<br>| 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Fertilizers & <br> Agricultural <br> Chemicals<br>| 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Diversified Support <br> Services<br>| 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| Passenger Airlines | 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Research & <br> Consulting Services<br>| 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| Copper | 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| Healthcare Facilities | 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Electronic <br> Manufacturing <br> Services<br>| 0.02<br> %<br>| 0.04<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Electronic Equipment <br> & Instruments<br>| 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| Home Building | 0.06<br> %<br>| 0.00<br> %<br>| 0.06<br> %<br>|
| &nbsp;&nbsp;&nbsp; Interactive Home <br> Entertainment<br>| 0.05<br> %<br>| 0.00<br> %<br>| 0.05<br> %<br>|
| Self Storage REITs | 0.05<br> %<br>| 0.00<br> %<br>| 0.05<br> %<br>|
| Footwear | 0.05<br> %<br>| 0.00<br> %<br>| 0.05<br> %<br>|
| &nbsp;&nbsp;&nbsp; Independent Power <br> Producers & Energy <br> Traders<br>| 0.04<br> %<br>| 0.00<br> %<br>| 0.04<br> %<br>|
| Real Estate Services | 0.04<br> %<br>| 0.00<br> %<br>| 0.04<br> %<br>|
| Steel | 0.04<br> %<br>| 0.00<br> %<br>| 0.04<br> %<br>|
| &nbsp;&nbsp;&nbsp; Other Specialized <br> REITs<br>| 0.04<br> %<br>| 0.00<br> %<br>| 0.04<br> %<br>|
| &nbsp;&nbsp;&nbsp; Apparel, Accessories <br> & Luxury Goods<br>| 0.04<br> %<br>| 0.00<br> %<br>| 0.04<br> %<br>|
| &nbsp;&nbsp;&nbsp; Agricultural Products <br> & Services<br>| 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| &nbsp;&nbsp;&nbsp; Personal Care <br> Products<br>| 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| &nbsp;&nbsp;&nbsp; Internet Services & <br> Infrastructure<br>| 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| Commodity Chemicals | 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| &nbsp;&nbsp;&nbsp; Cargo Ground <br> Transportation<br>| 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| Food Retail | 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| Other Specialty Retail | 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| Consumer Electronics | 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| &nbsp;&nbsp;&nbsp; Diversified Financial <br> Services<br>| 0.03<br> %<br>| 0.00<br> %<br>| 0.03<br> %<br>|
| Healthcare Supplies | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Water Utilities | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Gas Utilities | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Distillers & Vintners | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Cable & Satellite | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Food Distributors | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Casinos & Gaming | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|
| Advertising | 0.02<br> %<br>| 0.00<br> %<br>| 0.02<br> %<br>|

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 25

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| Industry | Domestic | Foreign | Total |
| &nbsp;&nbsp;&nbsp; Technology <br> Distributors<br>| 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Hotel & Resort REITs | 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Timber REITs | 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Reinsurance | 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| &nbsp;&nbsp;&nbsp; Metal, Glass & Plastic <br> Containers<br>| 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| &nbsp;&nbsp;&nbsp; Data Processing & <br> Outsourced <br> Services<br>| 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Brewers | 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| &nbsp;&nbsp;&nbsp; Computer & <br> Electronics Retail<br>| 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Distributors | 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Leisure Products | 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Publishing | 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| &nbsp;&nbsp;&nbsp; Home Furnishing <br> Retail<br>| 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| &nbsp;&nbsp;&nbsp; Single-Family <br> Residential REITs<br>| 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Broadcasting | 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| &nbsp;&nbsp;&nbsp; Automotive Parts & <br> Equipment<br>| 0.01<br> %<br>| 0.00<br> %<br>| 0.01<br> %<br>|
| Office REITs | 0.00<br> %<br>| 0.00<br> %<br>| 0.00<br> %\*\*\*<br>|
|  |  |  | 58.68<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Sector | Percentage (based<br> on Fair Value) |
| U.S. Treasuries | 13.85<br> %<br>|
| Corporate Notes | 8.70<br> %<br>|
| &nbsp;&nbsp;&nbsp; Agency Mortgage <br> Backed<br>| 7.35<br> %<br>|
| &nbsp;&nbsp;&nbsp; Non-Agency <br> Collateralized <br> Mortgage <br> Obligations<br>| 3.04<br> %<br>|
| Asset Backed | 0.48<br> %<br>|
| &nbsp;&nbsp;&nbsp; Agency Collateralized <br> Mortgage <br> Obligations<br>| 0.17<br> %<br>|
| &nbsp;&nbsp;&nbsp; Municipal Bonds and <br> Notes<br>| 0.02<br> %<br>|
|  | 33.61<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Short-Term Investment | Percentage (based<br> on Fair Value) |
| &nbsp;&nbsp;&nbsp; Short-Term <br> Investments<br>| 7.71<br> %<br>|
|  | 7.71<br> %<br>|
|  | 100.00<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\*\*\* Less than 0.005%.

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

26 Elfun Diversified Fund

------

**Elfun Diversified Fund**

Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Affiliate Table**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number** <br>**of Shares** <br>**Held at** <br>**12/31/25**<br>| **Value at** <br>**12/31/25**<br>| **Cost of** <br>**Purchases**<br>| **Proceeds** <br>**from** <br>**Shares** <br>**Sold**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Number of** <br>**Shares** <br>**Held at** <br>**3/31/26**<br>| **Value at** <br>**3/31/26**<br>| **Dividend** <br>**Income**<br>|
| State Street Corp. | 388 | $50056 | $— | $4736 | $1838 | $(2989)<br>| 349 | $44169 | $326 |
| &nbsp;&nbsp;&nbsp; State Street Global All Cap <br> Equity ex-U.S. Index Portfolio<br>| 318060 | 46853509 |  | 6019999 | 1348941 | (636017)<br>| 278443 | 41546434 |  |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> Treasury Money Market Fund <br> - Premier Class<br>| 6334461 | 6334461 | 3240621 | 3750912 |  |  | 5824170 | 5824170 | 47661 |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> Treasury Plus Money Market <br> Fund - Premier Class<br>| 92103 | 92103 | 2004750 | 819713 |  |  | 1277140 | 1277140 | 4097 |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Class G <br> Shares<br>| 6954104 | 6954104 | 6113127 | 6751201 |  |  | 6316030 | 6316030 | 52970 |
| TOTAL |  | $60284233 | $11358498 | $17346561 | $1350779 | $(639006)<br>|  | $55007943 | $105054 |

---

See Notes to Schedule of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Elfun Diversified Fund 27

------

**Elfun Diversified Fund**

Notes to Schedule of Investments

March 31, 2026 (Unaudited)

**Security Valuation** 

The Fund's investments are valued at fair value each day that the New York Stock Exchange ("NYSE") is open and, for financial reporting purposes, as of the report date should the reporting period end on a day that the NYSE is not open. Fair value is generally defined as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. By its nature, a fair value price is a good faith estimate of the valuation in a current sale and may not reflect an actual market price. The investments of the Fund are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board of Trustees of the Trust (the "Board"). The Committee provides oversight of the valuation of investments for the Fund. The Board has responsibility for overseeing the determination of the fair value of investments.

Valuation techniques used to value the Fund's investments by major category are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Equity investments traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair value.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Investments in registered investment companies (including money market funds) or other unitized pooled investment vehicles that are not traded on an exchange are valued at that day's published net asset value ("NAV") per share or unit.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Fixed income assets are generally valued at the mean of the bid and ask prices for bank loans and inflation protected securities, and at the bid price for all other fixed income assets as provided by independent pricing services or brokers.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Exchange-traded futures contracts are valued at the closing settlement price on the primary market on which they are traded most extensively. Exchange-traded futures contracts traded on a recognized exchange for which there were no sales on that day are valued at the last reported sale price obtained from independent pricing services or brokers or at fair value.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Swap agreements are valued daily based upon prices supplied by Board approved pricing vendors or through brokers. Depending on the product and terms of the transaction, the value of agreements is determined using a series of techniques including valuation models that incorporate a number of market data factors, such as discounted cash flows, yields, curves, trades and values of the underlying reference instruments. In the event SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM") is unable to obtain an independent, third-party valuation the agreements will be fair valued.

In the event prices or quotations are not readily available or that the application of these valuation methods results in a price for an investment that is deemed to be not representative of the fair value of such investment, fair value will be determined in good faith by the Committee, in accordance with the valuation policy and procedures approved by the Board.

The Fund values its assets and liabilities at fair value using a fair value hierarchy consisting of three broad levels that prioritize the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The categorization of a value determined for an investment within the hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with investing in it.

The three levels of the fair value hierarchy are as follows:

• Level 1 — Unadjusted quoted prices in active markets for an identical asset or liability;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability (such as exchange rates, financing terms, interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;•Level 3 — Unobservable inputs for the asset or liability, including the Committee's assumptions used in determining the fair value of investments.

The value of the Fund's investments according to the fair value hierarchy as of March 31, 2026 is disclosed in the Fund's Schedule of Investments.

Changes in valuation techniques may result in transfers in or out of an assigned level within the fair value hierarchy. Transfers between different levels of the fair value hierarchy are recognized at the beginning of the reporting period.

------

**Elfun Diversified Fund**

Notes to Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

**Futures Contracts** 

The Fund may enter into futures contracts to meet the Fund's objectives. A futures contract is a standardized, exchange-traded agreement to buy or sell a financial instrument at a set price on a future date. Upon entering into a futures contract, the Fund is required to deposit with the broker, cash or securities in an amount equal to the minimum initial margin requirements of the clearing house. Securities deposited, if any, are designated on the Schedule of Investments and cash deposited, if any, is shown as net cash collateral on deposit with broker on the Statement of Assets and Liabilities. Subsequent payments are made or received by the Fund equal to the daily change in the contract value, accumulated, exchange rates, and/or other transactional fees. The accumulation of those payments are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses. The Fund recognizes a realized gain or loss when the contract is closed.

Losses may arise if the value of a futures contract decreases due to unfavorable changes in the market rates or values of the underlying instrument during the term of the contract or if the counterparty does not perform under the contract. The use of futures contracts also involves the risk that the movements in the price of the futures contracts do not correlate with the movement of the assets underlying such contracts.

For the period ended March 31, 2026, the Fund entered into futures contracts for the management of interest rate risk and for the equitization of cash.

**Credit Default Swaps** 

During the period ended March 31, 2026, the Fund engaged in credit default swaps to manage credit risk. When the Fund is the buyer in a credit default swap contract, the Fund is entitled to receive the par (or other agreed upon) value (full notional value) of a referenced debt obligation (or basket of debt obligations) from the counterparty (or central clearing party ("CCP") in the case of a centrally cleared swap) to the contract if a credit event by a third party, such as a U.S. or foreign corporate issuer or sovereign issuer, on the debt obligation occurs. In return, the Fund pays the counterparty a periodic stream of payments over the term of the contract provided that no credit event has occurred. If no credit event occurs, the Fund loses its investment and recovers nothing. However, if a credit event occurs, the Fund receives full notional value for a referenced debt obligation that may have little or no value. When the Fund is the seller of a credit default swap, it receives a fixed rate of income throughout the term of the contract, provided there is no credit event. If a credit event occurs, the Fund is obligated to pay the notional amount of the swap and in certain instances take delivery of securities of the reference entity upon the occurrence of a credit event, as defined under the terms of that particular swap agreement. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring, obligation acceleration and repudiation/moratorium. If the Fund is a seller of protection and a credit event occurs, the maximum potential amount of future payments that the Fund could be required to make would be an amount equal to the notional amount of the agreement. This potential amount would be partially offset by any recovery value of the respective referenced obligation, or net amount received from the settlement of a buy protection credit default swap agreement entered into by the Fund for the same referenced obligation.

As the seller, the Fund may create economic leverage to its portfolio because, in addition to its total net assets, the Fund is subject to investment exposure on the notional amount of the swap. The interest fee paid or received on the swap, which is based on a specified interest rate on a fixed notional amount, is accrued daily as a component of unrealized appreciation (depreciation) and is recorded as realized gain upon receipt or realized loss upon payment. The Fund also records an increase or decrease to unrealized appreciation (depreciation) in an amount equal to the daily valuation. For centrally cleared swaps, the daily change in valuation is recorded as a receivable or payable for variation margin and settled in cash with the CCP daily. All upfront payments, if any, are amortized over the life of the swap as realized gains or losses. Those upfront payments that are paid or received, typically for non-centrally cleared swaps, are recorded as other assets or other liabilities, respectively, net of amortization. For financial reporting purposes, unamortized upfront payments, if any, are netted with unrealized appreciation or depreciation on swaps to determine the market value of swaps. The Fund segregates assets in the form of cash or liquid securities in an amount equal to the notional amount of the credit default swaps of which it is the seller. The Fund segregates assets in the form of cash or liquid securities in an amount equal to any unrealized depreciation of the credit default swaps of which it is the buyer, marked to market on a daily basis. Credit default swaps involve greater risks than if the Fund had invested in the referenced debt obligation directly. If the Fund is a buyer of a credit default swap and no credit event occurs, the Fund will not earn any return on its investment. If the Fund is a seller of a credit default swap, the Fund's risk of loss may be the entire notional amount of the swap. Swaps may also subject the Fund to the risk that the counterparty to the transaction may not fulfill its obligation. In the case of centrally cleared swaps, counterparty risk is minimal due to protections provided by the CCP.

**To-Be-Announced Transactions**

The Fund may seek to obtain exposure to U.S. agency mortgage pass-through securities through the use of "to-be-announced" or "TBA transactions." "TBA" refers to a commonly used mechanism for the forward settlement of U.S. agency mortgage pass-through securities. In a TBA transaction, the buyer and seller decide on general trade parameters, such as agency, settlement date, coupon, and price.

The Fund may use TBA transactions to "roll over" such agreements prior to the settlement date. This type of TBA transaction is sometimes known as a "TBA roll." In a TBA roll, the Fund generally will sell the obligation to purchase the pools stipulated in the TBA agreement prior to the settlement date and will enter into a new TBA agreement for future delivery of pools of mortgage pass-through securities. The Fund may also enter into TBA agreements and settle such transactions on the stipulated settlement date by accepting actual receipt or delivery of the pools of mortgage pass-through securities.

------

**Elfun Diversified Fund**

Notes to Schedule of Investments (Continued)

March 31, 2026 (Unaudited)

Default by or bankruptcy of a counterparty to a TBA transaction would expose the Fund to possible loss because of adverse market action, expenses or delays in connection with the purchase or sale of the pools of mortgage pass-through securities specified in the TBA transaction. To minimize this risk, the Fund will enter into TBA transactions only with established counterparties. The Fund's use of "TBA rolls" may impact portfolio turnover, transaction costs and capital gain distributions to shareholders.

**Delayed Delivery and When-Issued Securities** 

During the period ended March 31, 2026, the Fund transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated.

The securities purchased on a delayed delivery or when-issued basis are identified as such in the Fund's Schedule of Investments. The Fund may receive compensation for interest forgone in the purchase of a delayed delivery or when-issued security. With respect to such purchase commitments, the Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic or other factors.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ELFUN DIVERSIFIED FUND

- **b. Investment Company Act file number:** 811-05324

- **c. CIK number of Registrant:** 0000821484

- **d. LEI of Registrant:** 3NHY3OPY12MYWX4WVW15

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

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

  - **Telephone number:** 1-800-242-0134

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

- **a. Name of Series:** ELFUN DIVERSIFIED FUND

- **b. EDGAR series identifier (if any):** S000011823

- **c. LEI of Series:** 3NHY3OPY12MYWX4WVW15

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $191166551.82

**Total Liabilities:** $10493311.81

**Net Assets:** $180673240.01

**Cash Not Reported:** $392892.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -63.29000000 | **1-Year:** -1130.21000000 | **5-Year:** -3910.97000000 | **10-Year:** -3768.35000000 | **30-Year:** -1794.94000000

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

- **3-Month:** -4.27000000 | **1-Year:** 574.53000000 | **5-Year:** 2903.27000000 | **10-Year:** -309.28000000 | **30-Year:** -201.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032307 | 2.23%                | 1.42%                | -5.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1132507.96              | $2750278.72                                |
| Month 2  | $538959.95               | $1749309.23                                |
| Month 3  | $3352923.77              | $-12937106.89                              |

**Designated Index Information**

- **Index Name:** Blended Benchmark ZQAK

- **Index Identifier:** 40%LBUSTRUU,35%SPXT,25%MXWDUIM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                                                  | Aflac Inc                                                                                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       585 | NS      | $64180.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                              | AEP Texas Inc                                                                                  | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     16000 | PA      | $10591.20     | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                              | AEP Texas Inc                                                                                  | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26832.26     | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                    | AEP Transmission Co LLC                                                                        | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6614.58      | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                               | AES Corp                                                                                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       872 | NS      | $12286.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      8810 | NS      | $255401.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2842.71      | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2538.21      | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2409.87      | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20014.00     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3722.76      | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    178000 | PA      | $162692.00    | 0.09%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     39000 | PA      | $26734.11     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     13000 | PA      | $8718.19      | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1950.60      | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15336.60     | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                        | Abbott Laboratories                                                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2188 | NS      | $224641.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                        | Abbott Laboratories                                                                            | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7984.24      | 0.00%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                        | Abbott Laboratories                                                                            | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4591.15      | 0.00%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                 | AbbVie Inc                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2226 | NS      | $484132.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3510.40      | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1782.42      | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3779.76      | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2689.11      | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38506.40     | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3510.44      | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7298.55      | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2693.61      | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238539.10    | 0.13%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8591.13      | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                     | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6670.37      | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                         | A&D Mortgage Trust 2025-NQM4                                                                   | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |    239977 | PA      | $239450.08    | 0.13%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                     | Chubb INA Holdings LLC                                                                         | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1683.24      | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                  | Adobe Inc                                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       516 | NS      | $125429.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                 | Advanced Micro Devices Inc                                                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2053 | NS      | $417641.79    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16545.00     | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                   | Agilent Technologies Inc                                                                       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       353 | NS      | $40234.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                 | Airbnb Inc                                                                                     | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       531 | NS      | $67054.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                             | Air Products and Chemicals Inc                                                                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       279 | NS      | $81046.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                                                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4994.05      | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                    | Akamai Technologies Inc                                                                        | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       169 | NS      | $19409.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                             | Albemarle Corp                                                                                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       146 | NS      | $26211.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                        | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |       226 | NS      | $10490.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     11000 | PA      | $8909.01      | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     10000 | PA      | $8443.30      | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                       | Align Technology Inc                                                                           | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        90 | NS      | $15428.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                        | Alliant Energy Corp                                                                            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       319 | NS      | $22891.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1106588 | PA      | $890606.37    | 0.49%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3065599 | PA      | $2578371.09   | 1.43%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3749871 | PA      | $3296755.34   | 1.82%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3024030.90   | 1.67%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $407572.00    | 0.23%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                          | Allstate Corp/The                                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       326 | NS      | $67592.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                                              | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14979.30     | 0.01%             | 2053-08-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                                              | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7923.60      | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                                             | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13181.42     | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                               | Alphabet Inc                                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5893 | NS      | $1690465.98   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                               | Alphabet Inc                                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7337 | NS      | $2109827.72   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                                   | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10920.91     | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                                   | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32450.55     | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15099.20     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                                   | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48650.14     | 0.03%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                           | Altria Group Inc                                                                               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2110 | NS      | $139238.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1629.28      | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2492.70      | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                               | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17206.74     | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2344.38      | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4529.82      | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1398.26      | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                             | Amazon.com Inc                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     12311 | NS      | $2564011.97   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1975.88      | 0.00%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2395.80      | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2334.99      | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                 | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3577.24      | 0.00%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     16000 | PA      | $9312.96      | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1634.76      | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5173.49      | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2474.36      | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                 | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124048.75    | 0.07%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                | Ameren Corp                                                                                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       353 | NS      | $38801.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                             | American Electric Power Co Inc                                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       679 | NS      | $89003.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                                 | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14655.68     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                                 | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1312.68      | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                        | American Express Co                                                                            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       674 | NS      | $203871.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                                    | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47747.08     | 0.03%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                           | American International Group Inc                                                               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       671 | NS      | $50492.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp                                                                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       588 | NS      | $101477.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                            | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      3000 | PA      | $2818.11      | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                            | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     23000 | PA      | $21799.40     | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                                    | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6874.07      | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                                    | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23713.00     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                | American Water Works Co Inc                                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       254 | NS      | $34566.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                   | Americold Realty Operating Partnership LP                                                      | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     21000 | PA      | $19987.17     | 0.01%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                | Cencora Inc                                                                                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       244 | NS      | $76650.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                   | Ameriprise Financial Inc                                                                       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       114 | NS      | $50661.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                 | AMETEK Inc                                                                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       288 | NS      | $61735.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                  | Amgen Inc                                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       678 | NS      | $238554.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2518.83      | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5438.86      | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                      | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2112.03      | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                      | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    128000 | PA      | $110740.48    | 0.06%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                      | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2574.12      | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10855.35     | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10646.68     | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9611.00      | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                              | Amphenol Corp                                                                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1547 | NS      | $195463.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                         | Analog Devices Inc                                                                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       615 | NS      | $195656.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2025-10                                                               | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    243381 | PA      | $242005.71    | 0.13%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                     | AngloGold Ashanti Holdings PLC                                                                 | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $193492.00    | 0.11%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                    | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17527.14     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                    | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7213.04      | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9693.50      | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6767.67      | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                        | Elevance Health Inc                                                                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       277 | NS      | $81091.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                            | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2845.20      | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                            | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2775.12      | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                            | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7027.09      | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                            | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7538.24      | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                   | Aon Corp / Aon Global Holdings PLC                                                             | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8000 | PA      | $4859.28      | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                   | APA Corp                                                                                       | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       438 | NS      | $18588.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                               | Apollo Global Management Inc                                                                   | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       582 | NS      | $64846.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                   | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21488.25     | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                  | Apple Inc                                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     18478 | NS      | $4689531.62   | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8375.07      | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3179.00      | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1990.98      | 0.00%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5656.14      | 0.00%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1969.86      | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     28000 | PA      | $16960.44     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5131.89      | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4665.72      | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                      | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25749.92     | 0.01%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                      | Applied Materials Inc                                                                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       999 | NS      | $341448.21    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                                          | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1692.20      | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                              | AppLovin Corp                                                                                  | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       341 | NS      | $135718.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                   | Aptiv Swiss Holdings Ltd                                                                       | CUSIP: 03835VAF3<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      3000 | PA      | $2412.84      | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                           | ArcelorMittal SA                                                                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     12000 | PA      | $13246.92     | 0.01%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                           | ArcelorMittal SA                                                                               | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     17000 | PA      | $17900.66     | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                           | ArcelorMittal SA                                                                               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     28000 | PA      | $28560.84     | 0.02%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                  | Archer-Daniels-Midland Co                                                                      | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       601 | NS      | $43686.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                                      | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2983.26      | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                       | Ares Management Corp                                                                           | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       268 | NS      | $29238.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                                          | Ares Capital Corp                                                                              | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14189.70     | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                        | Arista Networks Inc                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1299 | NS      | $159491.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENSION HEALTH                                           | Ascension Health                                                                               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5339.70      | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                        | Ashtead Capital Inc                                                                            | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201686.00    | 0.11%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                               | Assurant Inc                                                                                   | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        64 | NS      | $13939.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                            | AstraZeneca PLC                                                                                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1993.26      | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | AstraZeneca PLC                                                                                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1702.14      | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | AstraZeneca PLC                                                                                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $1983.45      | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                    | Astrazeneca Finance LLC                                                                        | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19981.92     | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                    | Astrazeneca Finance LLC                                                                        | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81192.80     | 0.04%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                             | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2963.43      | 0.00%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                             | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6206.64      | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                          | Atmos Energy Corp                                                                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       210 | NS      | $38791.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                          | Atmos Energy Corp                                                                              | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9534.96      | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                               | Autodesk Inc                                                                                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       266 | NS      | $63680.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                              | Automatic Data Processing Inc                                                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       506 | NS      | $102809.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                             | AutoNation Inc                                                                                 | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28574.84     | 0.02%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                               | AutoZone Inc                                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        21 | NS      | $70933.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                  | AvalonBay Communities Inc                                                                      | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       184 | NS      | $30056.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                        | Avery Dennison Corp                                                                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        89 | NS      | $15368.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                        | Axon Enterprise Inc                                                                            | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        99 | NS      | $42044.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                               | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    186000 | PA      | $181993.56    | 0.10%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3634.84      | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2429.22      | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4566.85      | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    177000 | PA      | $185290.68    | 0.10%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                               | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102458.19    | 0.06%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                                   | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     14000 | PA      | $14302.26     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                                   | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      4000 | PA      | $3864.48      | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                                         | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     13000 | PA      | $12821.51     | 0.01%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                            | Baker Hughes Co                                                                                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1240 | NS      | $75702.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                  | Ball Corp                                                                                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       332 | NS      | $19624.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                       | BANK 2018-BNK15                                                                                | CUSIP: 06036FBC4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $319109.80    | 0.18%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      8356 | NS      | $407355.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68951.01     | 0.04%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21699.92     | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8966.25      | 0.00%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10915.52     | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3622.80      | 0.00%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3853.60      | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18666.17     | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3983.48      | 0.00%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6996.08      | 0.00%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26629.12     | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12622.60     | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14810.24     | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36424.44     | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82690.09     | 0.05%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                           | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249904.90    | 0.14%             | 2035-01-23      | Fixed         | 5.47%                 | 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        |       864 | NS      | $102496.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                               | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28857.90     | 0.02%             | 2026-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                                        | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15719.84     | 0.01%             | 2026-07-12      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2017-BNK7                                                                                 | CUSIP: 06541XAE0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    605304 | PA      | $595248.12    | 0.33%             | 2060-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                   | Baxter International Inc                                                                       | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       562 | NS      | $9441.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15634.40     | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                                       | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31559.68     | 0.02%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                                       | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12701.78     | 0.01%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                   | Baylor Scott & White Holdings                                                                  | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1884.99      | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                      | Becton Dickinson & Co                                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       357 | NS      | $56131.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                                          | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1748.50      | 0.00%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9917.40      | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                           | W R Berkley Corp                                                                               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       370 | NS      | $24523.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1961.70      | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1472.28      | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32046.30     | 0.02%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15578.40     | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                                | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4918.44      | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                                | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     36000 | PA      | $22611.96     | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                     | Berkshire Hathaway Inc                                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2310 | NS      | $1106952.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL INC                                           | Berry Global Inc                                                                               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6001.02      | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                            | Best Buy Co Inc                                                                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       246 | NS      | $15793.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                 | Biogen Inc                                                                                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       189 | NS      | $34649.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                            | Bio-Techne Corp                                                                                | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       190 | NS      | $9929.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK TCP CAP CORP                                     | BlackRock TCP Capital Corp                                                                     | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33367.26     | 0.02%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                             | Blackstone Inc                                                                                 | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       940 | NS      | $108090.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                              | Blackrock Inc                                                                                  | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       181 | NS      | $174069.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK FINANCIAL LLC                                        | Block Financial LLC                                                                            | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2826.99      | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                        | Block Financial LLC                                                                            | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4721.25      | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                     | Boardwalk Pipelines LP                                                                         | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3014.04      | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                              | Boeing Co/The                                                                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       988 | NS      | $196641.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                  | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1957.02      | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                  | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1660.76      | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18728.87     | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                  | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2821.92      | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                  | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13470.05     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22116.38     | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                  | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19306.00     | 0.01%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4061.12      | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                       | Booking Holdings Inc                                                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        40 | NS      | $168412.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                                    | BXP Inc                                                                                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |       159 | NS      | $8252.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                       | Boston Properties LP                                                                           | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     16000 | PA      | $15337.44     | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                     | Boston Scientific Corp                                                                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1864 | NS      | $116966.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                     | Boston Scientific Corp                                                                         | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2634.96      | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5799.06      | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12276.66     | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16051.36     | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                                 | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52022.55     | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                    | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2561 | NS      | $155324.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3559.12      | 0.00%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3210.84      | 0.00%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2471.40      | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1690.80      | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4398.65      | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1395.54      | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3158.76      | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28685.16     | 0.02%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                               | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |      2000 | PA      | $1989.00      | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                               | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     16000 | PA      | $15354.72     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                         | Broadridge Financial Solutions Inc                                                             | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       152 | NS      | $24696.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                               | Broadcom Inc                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      5975 | NS      | $1849322.25   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9847.10      | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1947.40      | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2507.34      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12600.64     | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                   | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8110.89      | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                   | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32014.15     | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                          | Brown & Brown Inc                                                                              | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       382 | NS      | $24910.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                          | Brown-Forman Corp                                                                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       243 | NS      | $6424.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORP                                          | Brown-Forman Corp                                                                              | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2634.99      | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                   | Builders FirstSource Inc                                                                       | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       137 | NS      | $11279.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                     | Bunge Ltd Finance Corp                                                                         | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2974.71      | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3487.44      | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2403.75      | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                               | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1965.94      | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                               | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1935.26      | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                    | Cboe Global Markets Inc                                                                        | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       127 | NS      | $35695.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                             | CBRE Group Inc                                                                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       364 | NS      | $49307.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                                          | CBRE Services Inc                                                                              | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61236.78     | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                                | CDW Corp/DE                                                                                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       161 | NS      | $19484.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Commercial Mortgage Trust                               | CD 2019-CD8 Mortgage Trust                                                                     | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $231601.17    | 0.13%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                 | CF Industries Holdings Inc                                                                     | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       202 | NS      | $26227.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Commercial Real Estate Lending                      | Cantor Commercial Real Estate Lending 2019-CF3                                                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139000 | PA      | $130849.64    | 0.07%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                    | CGI Inc                                                                                        | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $76299.44     | 0.04%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                  | CH Robinson Worldwide Inc                                                                      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       147 | NS      | $24412.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                            | Cigna Group/The                                                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       331 | NS      | $88294.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1998.98      | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1367.28      | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2771.67      | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4733.75      | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                              | CME Group Inc                                                                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       453 | NS      | $133793.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                              | CME Group Inc                                                                                  | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2977.89      | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                              | CME Group Inc                                                                                  | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3624.84      | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                                                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       392 | NS      | $30411.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                                | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2637.84      | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2012-CCRE3 Mortgage Trust                                                                 | CUSIP: 12624PAL9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     94569 | PA      | $90929.73     | 0.05%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                   | CSX Corp                                                                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      2334 | NS      | $95810.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                   | CSX Corp                                                                                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7418.52      | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                   | CSX Corp                                                                                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1669.88      | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL Finance PLC                                                                                | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     16000 | PA      | $15491.84     | 0.01%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL Finance PLC                                                                                | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $4022.72      | 0.00%             | 2034-04-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL Finance PLC                                                                                | CUSIP: 12661PAH2<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $3724.52      | 0.00%             | 2054-04-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1598 | NS      | $114768.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3633.80      | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1759.44      | 0.00%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2989.92      | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2763.45      | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4974.30      | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5949.24      | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3866.92      | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112932.96    | 0.06%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2839.92      | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3879.92      | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19178.41     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17495.72     | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                         | Coterra Energy Inc                                                                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       946 | NS      | $33242.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                                             | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44001.90     | 0.02%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                                             | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21934.41     | 0.01%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                 | Cadence Design Systems Inc                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       342 | NS      | $95031.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                                        | CALIFORNIA ST                                                                                  | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50582.36     | 0.03%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                      | Camden Property Trust                                                                          | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       140 | NS      | $13672.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMERON LNG LLC                                            | Cameron LNG LLC                                                                                | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2607.63      | 0.00%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                     | Campbell's Company/The                                                                         | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       249 | NS      | $5545.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                      | Campbell's Company/The                                                                         | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15510.72     | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                                 | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2982.66      | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                                 | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1743.78      | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                    | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17711.46     | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                    | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $1963.05      | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                    | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2120.73      | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                 | Capital One Financial Corp                                                                     | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       786 | NS      | $143389.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                                     | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12965.55     | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health Inc                                                                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       295 | NS      | $62336.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                           | Carlisle Cos Inc                                                                               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17234.80     | 0.01%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                           | Carlisle Cos Inc                                                                               | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10879.77     | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                           | Carlisle Cos Inc                                                                               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6001.68      | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                              | Carnival Corp                                                                                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      1418 | NS      | $36697.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                        | Carrier Global Corp                                                                            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       984 | NS      | $55409.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                                            | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38313.68     | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                                            | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2144.37      | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                                            | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5277.35      | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                 | Carvana Co                                                                                     | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       177 | NS      | $55645.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                            | Caterpillar Inc                                                                                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       586 | NS      | $415157.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                               | Centene Corp                                                                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       631 | NS      | $20658.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    131000 | PA      | $121983.27    | 0.07%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                         | Cenovus Energy Inc                                                                             | CUSIP: 15135UAW9<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3558.48      | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                         | Cenovus Energy Inc                                                                             | CUSIP: 15135UAX7<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2097.42      | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                     | CenterPoint Energy Inc                                                                         | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       844 | NS      | $36427.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc               | Charles River Laboratories International Inc                                                   | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        53 | NS      | $9142.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $12608.39     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $36568.79     | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $37146.64     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $43577.10     | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                 | Charter Communications Inc                                                                     | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       114 | NS      | $24610.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                        | Cheniere Energy Inc                                                                            | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14424.90     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                         | Expand Energy Corp                                                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       310 | NS      | $34031.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                                | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8969.40      | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                               | Chevron Corp                                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2361 | NS      | $488490.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                               | Chevron Corp                                                                                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2770.20      | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                 | Chipotle Mexican Grill Inc                                                                     | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      1631 | NS      | $52208.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                     | Church & Dwight Co Inc                                                                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       295 | NS      | $27529.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                 | Ciena Corp                                                                                     | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       177 | NS      | $68716.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                  | Cincinnati Financial Corp                                                                      | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       201 | NS      | $31627.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                          | Cisco Systems Inc                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      4975 | NS      | $386010.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                                              | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2112.48      | 0.00%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                                              | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18763.80     | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                                              | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18465.80     | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                                | Cintas Corp                                                                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $72053.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-P6                                                    | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119583 | PA      | $118189.96    | 0.07%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-P6                                                    | CUSIP: 17291EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78331 | PA      | $75230.14     | 0.04%             | 2049-12-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      2199 | NS      | $249388.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6998.67      | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3444.52      | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13547.20     | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    114000 | PA      | $106902.36    | 0.06%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22657.44     | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                               | Citizens Financial Group Inc                                                                   | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       553 | NS      | $33163.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                   | Cleveland Electric Illuminating Co/The                                                         | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20708.94     | 0.01%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                              | Clorox Co/The                                                                                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       149 | NS      | $15440.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX COMPANY                                             | Clorox Co/The                                                                                  | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62609.40     | 0.03%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                                   | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2985.90      | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                           | Coca-Cola Co/The                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      4875 | NS      | $370743.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2425.04      | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1715.25      | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                        | Cognizant Technology Solutions Corp                                                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       597 | NS      | $36625.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                              | Coherent Corp                                                                                  | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       235 | NS      | $55979.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                        | Coinbase Global Inc                                                                            | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       279 | NS      | $48716.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                       | Colgate-Palmolive Co                                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1012 | NS      | $86252.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                    | Comfort Systems USA Inc                                                                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        44 | NS      | $60675.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      4510 | NS      | $129482.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1676.74      | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11044.35     | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4619.64      | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1716.18      | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1477.83      | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3467.94      | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2776.00      | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1591.08      | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19372.29     | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                   | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1948.18      | 0.00%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                         | Conagra Brands Inc                                                                             | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       642 | NS      | $10092.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                                             | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2791.35      | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                             | ConocoPhillips                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1541 | NS      | $203412.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                                              | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2515.53      | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                                              | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11497.68     | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                                              | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14438.55     | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FJ7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9896.90      | 0.01%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1525.60      | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1918.62      | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4616.52      | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                    | Consolidated Edison Inc                                                                        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       452 | NS      | $51157.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                   | Constellation Brands Inc                                                                       | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       183 | NS      | $27450.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                                                       | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2443.74      | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                                                       | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15307.36     | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                  | Constellation Energy Corp                                                                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       392 | NS      | $109466.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                                            | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9564.30      | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8735.40      | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                         | Cooper Cos Inc/The                                                                             | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       242 | NS      | $17303.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                 | Copart Inc                                                                                     | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1080 | NS      | $35856.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                                       | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54401.68     | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                | Corning Inc                                                                                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       981 | NS      | $133386.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                 | Corpay Inc                                                                                     | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        87 | NS      | $25316.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROP LP                                       | COPT Defense Properties LP                                                                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     24000 | PA      | $21687.36     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                       | COPT Defense Properties LP                                                                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     14000 | PA      | $13069.84     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                                | Corteva Inc                                                                                    | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       843 | NS      | $70567.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                      | Costco Wholesale Corp                                                                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       559 | NS      | $557004.37    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                           | CoStar Group Inc                                                                               | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       551 | NS      | $22227.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                                       | Cross 2025-H7 Mortgage Trust                                                                   | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335735 | PA      | $333453.62    | 0.18%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                   | Crowdstrike Holdings Inc                                                                       | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       317 | NS      | $123759.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                   | Crowdstrike Holdings Inc                                                                       | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    236000 | PA      | $224558.72    | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                                                               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       545 | NS      | $44313.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                               | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     20000 | PA      | $18754.80     | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     28000 | PA      | $27586.44     | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |      4000 | PA      | $3974.36      | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                | Cummins Inc                                                                                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       173 | NS      | $93077.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DH EUROPE FINANCE II                                       | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2826.00      | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                       | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1605.46      | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                       | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2103.66      | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                              | DR Horton Inc                                                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       337 | NS      | $46243.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON INC                                            | DR Horton Inc                                                                                  | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20297.20     | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                              | DTE Energy Co                                                                                  | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       252 | NS      | $36847.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12899.12     | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                               | Danaher Corp                                                                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       791 | NS      | $149973.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                     | Darden Restaurants Inc                                                                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       143 | NS      | $28033.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                                | Datadog Inc                                                                                    | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       411 | NS      | $48518.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                                 | DaVita Inc                                                                                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        40 | NS      | $6147.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                       | Deckers Outdoor Corp                                                                           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       176 | NS      | $17615.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                 | Deere & Co                                                                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       317 | NS      | $178566.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                      | Dell Technologies Inc                                                                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       372 | NS      | $61056.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                        | Delta Air Lines Inc                                                                            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       813 | NS      | $54048.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                   | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $147942.00    | 0.08%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                          | Devon Energy Corp                                                                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       774 | NS      | $38947.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                 | Dexcom Inc                                                                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       480 | NS      | $30144.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                     | Diamondback Energy Inc                                                                         | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       233 | NS      | $46085.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                         | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2392.86      | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2783.82      | 0.00%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                         | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33519.09     | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                         | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8522.55      | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                      | Dick's Sporting Goods Inc                                                                      | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     48000 | PA      | $33971.52     | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                   | Digital Realty Trust Inc                                                                       | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |       405 | NS      | $72985.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                                        | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |      7000 | PA      | $6799.80      | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                         | Walt Disney Co/The                                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2229 | NS      | $214831.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                                             | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1991.14      | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                                             | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4500.88      | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                                             | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1764.84      | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                                             | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12064.65     | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                                             | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2170.74      | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                   | TWDC Enterprises 18 Corp                                                                       | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1641.60      | 0.00%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                   | Discovery Communications LLC                                                                   | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9797.10      | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                   | Discovery Communications LLC                                                                   | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1446.18      | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                        | Dollar General Corp                                                                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       288 | NS      | $34194.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                                            | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15240.96     | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                                            | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1505.92      | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                            | Dollar Tree Inc                                                                                | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       243 | NS      | $26610.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                        | Dominion Energy Inc                                                                            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1070 | NS      | $66147.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                                            | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15291.68     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                         | Domino's Pizza Inc                                                                             | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        35 | NS      | $12557.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                               | DoorDash Inc                                                                                   | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       469 | NS      | $70420.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                 | Dover Corp                                                                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       168 | NS      | $35019.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                                 | Dover Corp                                                                                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3794.84      | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                                            | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1815.68      | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                                            | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3443.68      | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                                            | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7034.24      | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                                            | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1925.91      | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                                            | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11531.19     | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                                            | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11694.84     | 0.01%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                                    | Dow Inc                                                                                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       926 | NS      | $38567.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                      | DuPont de Nemours Inc                                                                          | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      1000 | PA      | $922.96       | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| The Dreyfus Corporation                                    | Dreyfus Treasury & Agency Cash Management Institutional Shares                                 | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | EC               | RF                | US        |   1277137 | NS      | $1277137.10   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp                                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       977 | NS      | $127928.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                               | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    118000 | PA      | $87197.28     | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                               | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11691.68     | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                               | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12008.64     | 0.01%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                               | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     36000 | PA      | $24099.12     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                      | Duke Energy Carolinas LLC                                                                      | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1537.14      | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                   | Duke Energy Progress LLC                                                                       | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7306.29      | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                      | DuPont de Nemours Inc                                                                          | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       544 | NS      | $24915.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                    | Duquesne Light Holdings Inc                                                                    | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3950.84      | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                          | EOG Resources Inc                                                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       681 | NS      | $98452.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                          | EOG Resources Inc                                                                              | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1975.24      | 0.00%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                           | ERP Operating LP                                                                               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |      4000 | PA      | $3458.20      | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                   | EQT Corp                                                                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       781 | NS      | $49702.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN ENERGY GAS                                         | Eastern Energy Gas Holdings LLC                                                                | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16928.82     | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                        | Eastman Chemical Co                                                                            | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2513.88      | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                                     | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1971.74      | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                   | eBay Inc                                                                                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       566 | NS      | $51517.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                              | EchoStar Corp                                                                                  | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       166 | NS      | $19433.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                 | Ecolab Inc                                                                                     | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       320 | NS      | $85126.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                       | Edison International                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       497 | NS      | $36370.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                  | Edwards Lifesciences Corp                                                                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       727 | NS      | $58218.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                                    | Kinder Morgan Energy Partners LP                                                               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2629.56      | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                        | Electronic Arts Inc                                                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       282 | NS      | $57491.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                            | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2634.81      | 0.00%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                            | EMCOR Group Inc                                                                                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        58 | NS      | $42821.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                        | Emerson Electric Co                                                                            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       706 | NS      | $92500.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                        | Emerson Electric Co                                                                            | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20304.06     | 0.01%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                        | Emerson Electric Co                                                                            | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12321.00     | 0.01%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                        | Emera US Finance LP                                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14271.20     | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $21970.74     | 0.01%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $40447.32     | 0.02%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                   | Enbridge Energy Partners LP                                                                    | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1954.66      | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                             | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3122.43      | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                             | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2647.92      | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                             | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6239.82      | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                             | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31185.60     | 0.02%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                             | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9617.94      | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                             | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3754.48      | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                             | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95045.07     | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                               | Entergy Corp                                                                                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       567 | NS      | $63708.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2973.30      | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12890.40     | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                              | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41927.34     | 0.02%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                           | EPAM Systems Inc                                                                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        59 | NS      | $7988.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                | Equifax Inc                                                                                    | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       144 | NS      | $25930.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                | Equinix Inc                                                                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       123 | NS      | $120569.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      5000 | PA      | $4494.35      | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                         | Equity Residential                                                                             | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |       450 | NS      | $26617.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                          | Erie Indemnity Co                                                                              | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        33 | NS      | $8293.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                   | Essex Property Trust Inc                                                                       | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |        80 | NS      | $19360.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                   | Everest Reinsurance Holdings Inc                                                               | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     11000 | PA      | $6632.23      | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                 | Evergy Inc                                                                                     | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       286 | NS      | $23429.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                          | Eversource Energy                                                                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       489 | NS      | $33877.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                              | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2745.84      | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                | Exelon Corp                                                                                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1282 | NS      | $62843.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2458.59      | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6859.79      | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2487.03      | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                                    | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23592.50     | 0.01%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                          | Expedia Group Inc                                                                              | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       153 | NS      | $35326.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                          | Expedia Group Inc                                                                              | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19839.00     | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                 | Expeditors International of Washington Inc                                                     | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       166 | NS      | $23776.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                    | Extra Space Storage Inc                                                                        | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       277 | NS      | $36323.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                                         | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      3000 | PA      | $2941.14      | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                                         | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      3000 | PA      | $2685.87      | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                                         | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     27000 | PA      | $28199.88     | 0.02%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                           | Exxon Mobil Corp                                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      5265 | NS      | $893259.90    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2848.36      | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                         | Meta Platforms Inc                                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2756 | NS      | $1576790.28   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                                             | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74399.52     | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                                             | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12573.12     | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                                             | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7917.52      | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                                             | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12865.06     | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                               | FactSet Research Systems Inc                                                                   | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        50 | NS      | $10849.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                            | Fair Isaac Corp                                                                                | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        31 | NS      | $33093.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                                | Fastenal Co                                                                                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1439 | NS      | $66769.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31283HCU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        92 | PA      | $93.64        | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31287LER9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       389 | PA      | $402.79       | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 3128K6LA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       527 | PA      | $536.04       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 3128KC6G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       621 | PA      | $668.02       | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 3128KEBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       621 | PA      | $667.98       | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 3128L0G89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7889 | PA      | $8309.98      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M54K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4536 | PA      | $4777.75      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M5YJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5339 | PA      | $5531.57      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31292HD68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         8 | PA      | $8.66         | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 312932LG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2295 | PA      | $2382.24      | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31294BUC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        30 | PA      | $29.70        | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31296JPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       844 | PA      | $874.33       | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31296JWA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       162 | PA      | $162.78       | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31296MJA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       247 | PA      | $255.75       | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31296NK55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       565 | PA      | $581.68       | 0.00%             | 2033-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PJS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1152 | PA      | $1193.78      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       210 | PA      | $217.33       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       515 | PA      | $534.15       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       102 | PA      | $105.45       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31296UZJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       360 | PA      | $374.86       | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297CGN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       908 | PA      | $969.58       | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297CX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       545 | PA      | $564.77       | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297H3Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       217 | PA      | $217.67       | 0.00%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       226 | PA      | $235.52       | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       693 | PA      | $739.81       | 0.00%             | 2034-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KYT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       506 | PA      | $526.52       | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297M2R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       957 | PA      | $1000.71      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NNU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1213 | PA      | $1294.39      | 0.00%             | 2034-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       105 | PA      | $109.30       | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297PE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       484 | PA      | $506.36       | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297PQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       323 | PA      | $344.80       | 0.00%             | 2035-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RLM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1067 | PA      | $1085.70      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1910 | PA      | $1944.08      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RQX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1090 | PA      | $1109.48      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31298CVU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1190 | PA      | $1269.10      | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31298PBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       465 | PA      | $476.22       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 3132L5A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369718 | PA      | $339688.36    | 0.19%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                          | CUSIP: 31335GN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $0.80         | 0.00%             | 2026-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                               | CUSIP: 3133KGXM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    658734 | PA      | $589812.38    | 0.33%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                             | CUSIP: 3133TAFV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       180 | PA      | $5.39         | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                                             | CUSIP: 31351BFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $10.31        | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                              | CUSIP: 3136A14B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322609 | PA      | $35067.28     | 0.02%             | 2041-11-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       632 | PA      | $89.52        | 0.00%             | 2033-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCQM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       897 | PA      | $135.12       | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       903 | PA      | $134.30       | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1437 | PA      | $152.89       | 0.00%             | 2035-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEMC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1210 | PA      | $157.56       | 0.00%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       770 | PA      | $127.68       | 0.00%             | 2038-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1091 | PA      | $151.15       | 0.00%             | 2038-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31371H4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        38 | PA      | $39.85        | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31371LJF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       146 | PA      | $154.83       | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                            | Federal Realty Investment Trust                                                                | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |        96 | NS      | $10196.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31374CK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1357 | PA      | $1403.68      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31374TL80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30 | PA      | $30.01        | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31374TW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        49 | PA      | $50.29        | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31376LF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $2.56         | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71000 | PA      | $70844.67     | 0.04%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FNX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224000 | PA      | $213053.75    | 0.12%             | 2029-07-25      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31382DU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       148 | PA      | $148.45       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31386ACZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       117 | PA      | $118.33       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31388LP61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        47 | PA      | $47.91        | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31388NJE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       493 | PA      | $502.67       | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21251 | PA      | $20758.69     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3138A9CW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28366 | PA      | $27614.37     | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3138EPG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67018 | PA      | $69663.33     | 0.04%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3138WLBN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236120 | PA      | $220587.08    | 0.12%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31390FA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        64 | PA      | $66.63        | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31390L6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       110 | PA      | $114.79       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31390MHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        38 | PA      | $38.96        | 0.00%             | 2032-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31391PBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       112 | PA      | $117.32       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                             | CUSIP: 31393RTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1063 | PA      | $126.40       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                              | CUSIP: 31393TFP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11327 | PA      | $279.26       | 0.00%             | 2042-12-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                   | Freddie Mac Structured Pass-Through Certificates                                               | CUSIP: 31394JY68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58186 | PA      | $166.44       | 0.00%             | 2043-09-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                              | CUSIP: 31397L3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2242 | PA      | $177.50       | 0.00%             | 2038-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                              | CUSIP: 31398NDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1457 | PA      | $144.70       | 0.00%             | 2040-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31400GT96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       158 | PA      | $165.15       | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31400YY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        95 | PA      | $97.89        | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31401HAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       216 | PA      | $223.42       | 0.00%             | 2033-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31401JLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       442 | PA      | $457.94       | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31401KTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       469 | PA      | $484.93       | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402A6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       748 | PA      | $774.36       | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6818 | PA      | $7058.76      | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402D4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       839 | PA      | $843.65       | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402ES74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       529 | PA      | $547.87       | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402ESC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1035 | PA      | $1071.09      | 0.00%             | 2033-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402ESH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       149 | PA      | $154.22       | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402JR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       117 | PA      | $117.18       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402N2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       429 | PA      | $440.92       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402N2G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       361 | PA      | $373.33       | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31402WPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1165 | PA      | $1206.06      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31403ALU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       375 | PA      | $387.83       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31403CM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15 | PA      | $15.95        | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31403RUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       347 | PA      | $358.82       | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31403YB69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1149 | PA      | $1189.40      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31403YT60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       418 | PA      | $432.66       | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31404HRX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       535 | PA      | $561.85       | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31404KLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       266 | PA      | $275.97       | 0.00%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31404PEV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       116 | PA      | $121.98       | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31404QKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       893 | PA      | $927.73       | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31404RTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       535 | PA      | $544.34       | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31405HF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       335 | PA      | $353.60       | 0.00%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31405HTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       739 | PA      | $778.86       | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31405KHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        45 | PA      | $46.24        | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31405KLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       239 | PA      | $248.48       | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406AZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       451 | PA      | $453.29       | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406BZ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       663 | PA      | $666.32       | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406D2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       882 | PA      | $916.96       | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406D5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       385 | PA      | $400.17       | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406FGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       918 | PA      | $954.20       | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406JDD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       714 | PA      | $742.38       | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406MUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       446 | PA      | $463.56       | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406Q5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       997 | PA      | $1031.44      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406RCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       110 | PA      | $113.52       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406ST37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       787 | PA      | $818.20       | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406SUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       730 | PA      | $759.24       | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406V3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       413 | PA      | $431.05       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406V5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       921 | PA      | $962.12       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406VV52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       346 | PA      | $361.40       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406VXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       824 | PA      | $860.53       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406WAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1093 | PA      | $1110.85      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406WB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       971 | PA      | $986.91       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31406XUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       724 | PA      | $756.33       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31407AEG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       271 | PA      | $279.92       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31407BXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1870 | PA      | $1900.94      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31407CRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1785 | PA      | $1814.52      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31407D4C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       465 | PA      | $472.64       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31407EBZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       226 | PA      | $234.11       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31407GVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       859 | PA      | $888.28       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31407JRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       360 | PA      | $366.47       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31407LXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       354 | PA      | $369.41       | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3140E0VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13051 | PA      | $12199.77     | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165329 | PA      | $153833.57    | 0.09%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3140JLKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158266 | PA      | $155926.13    | 0.09%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3140X5VH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234343 | PA      | $224419.32    | 0.12%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3140X6AQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184871 | PA      | $164783.46    | 0.09%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3140X6P47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102345 | PA      | $97883.16     | 0.05%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520240 | PA      | $437776.64    | 0.24%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31410D6W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       201 | PA      | $212.90       | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31410G6J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2849 | PA      | $2950.60      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31410G6K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2006 | PA      | $2075.48      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31410KPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3065 | PA      | $3170.88      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31411UL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        83 | PA      | $84.50        | 0.00%             | 2037-04-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31411WU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       937 | PA      | $969.58       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31412PHY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       885 | PA      | $899.75       | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31412PLU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1955 | PA      | $1988.23      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31412PLX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       884 | PA      | $898.68       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31412PLZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1077 | PA      | $1095.31      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2046 | PA      | $2116.47      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8545 | PA      | $8839.46      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31416PWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1627 | PA      | $1654.44      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31417SAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19109 | PA      | $19079.28     | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31418MK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4911 | PA      | $5083.45      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                | CUSIP: 31418NXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4959 | PA      | $4950.99      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                 | FedEx Corp                                                                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       272 | NS      | $96880.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                 | FedEx Corp                                                                                     | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14147.82     | 0.01%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                                     | F5 Inc                                                                                         | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        70 | NS      | $20253.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                 | Fidelity National Information Services Inc                                                     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       668 | NS      | $31335.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                                    | Fidelity National Information Services Inc                                                     | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1438.12      | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                    | Fidelity National Financial Inc                                                                | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      8000 | PA      | $4891.76      | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                        | Fifth Third Bancorp                                                                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1126 | NS      | $52313.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                            | First Solar Inc                                                                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       138 | NS      | $27221.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                   | FirstEnergy Transmission LLC                                                                   | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9953.28      | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                 | Fiserv Inc                                                                                     | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       652 | NS      | $36381.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19161.40     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1510.92      | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                           | FirstEnergy Corp                                                                               | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       648 | NS      | $32827.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                           | FirstEnergy Corp                                                                               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6681.10      | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                                       | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4239.70      | 0.00%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                      | Flowserve Corp                                                                                 | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6178.34      | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                              | Ford Motor Co                                                                                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      4908 | NS      | $56638.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                               | Fortinet Inc                                                                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       792 | NS      | $64722.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                               | Fortive Corp                                                                                   | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       389 | NS      | $21503.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                   | Fox Corp                                                                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       247 | NS      | $14424.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                   | Fox Corp                                                                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       172 | NS      | $9133.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                                   | Fox Corp                                                                                       | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17161.92     | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                     | Franklin Resources Inc                                                                         | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       402 | NS      | $9495.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                       | Freeport-McMoRan Inc                                                                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1805 | NS      | $106097.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                                           | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13738.06     | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                             | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407384 | PA      | $374908.62    | 0.21%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                             | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42308 | PA      | $40873.74     | 0.02%             | 2043-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                             | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351469 | PA      | $318985.01    | 0.18%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                             | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191890 | PA      | $174154.33    | 0.10%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                             | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159857 | PA      | $149734.61    | 0.08%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36200MRA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1181 | PA      | $1224.64      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36201Y4S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2069 | PA      | $2161.34      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36201Y4T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1665 | PA      | $1723.00      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                             | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14581 | PA      | $14500.65     | 0.01%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                             | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37671 | PA      | $36381.69     | 0.02%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                             | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14833 | PA      | $14750.81     | 0.01%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36202XD61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1569 | PA      | $1592.03      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36208LLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        82 | PA      | $82.20        | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36208WP72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1286 | PA      | $1289.14      | 0.00%             | 2028-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36211BWB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        69 | PA      | $70.43        | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36241KAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       724 | PA      | $725.37       | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2015-GS1                                                          | CUSIP: 36252AAK2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $102586.36    | 0.06%             | 2048-11-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2017-GS5                                                          | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240062 | PA      | $237686.85    | 0.13%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2018-GS9                                                          | CUSIP: 36255NAX3<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     73000 | PA      | $69985.17     | 0.04%             | 2051-03-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GC42                                                         | CUSIP: 36257UAK3<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    419000 | PA      | $395653.05    | 0.22%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GSA1                                                         | CUSIP: 36261PAT9<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    493000 | PA      | $467440.49    | 0.26%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                             | GE HealthCare Technologies Inc                                                                 | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       569 | NS      | $40501.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36290RXU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       256 | PA      | $256.65       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36290SKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1320 | PA      | $1322.22      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36290SWM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       987 | PA      | $1015.11      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36290VJ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       460 | PA      | $481.39       | 0.00%             | 2036-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36290YU30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       262 | PA      | $262.60       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36290YUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       370 | PA      | $370.60       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36294PMJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       713 | PA      | $744.15       | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                              | CUSIP: 36294STV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       543 | PA      | $566.09       | 0.00%             | 2036-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                    | Arthur J Gallagher & Co                                                                        | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       322 | NS      | $69738.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                                        | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2727.20      | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                | Gartner Inc                                                                                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        97 | NS      | $15358.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                             | GE Vernova Inc                                                                                 | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       339 | NS      | $295913.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                       | Generac Holdings Inc                                                                           | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        79 | NS      | $15431.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                      | General Dynamics Corp                                                                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       319 | NS      | $109487.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                        | General Electric Co                                                                            | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1321 | NS      | $374860.17    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                          | General Mills Inc                                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       663 | NS      | $24676.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                          | General Mills Inc                                                                              | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3680.28      | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                          | General Motors Co                                                                              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1135 | NS      | $84557.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                                              | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2602.14      | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                                              | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1749.52      | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                                              | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3085.26      | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3563.76      | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59020.08     | 0.03%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46728.90     | 0.03%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                           | Genuine Parts Co                                                                               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       172 | NS      | $18189.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                                           | Genuine Parts Co                                                                               | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2597.61      | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                               | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321832.35    | 0.18%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                        | Gilead Sciences Inc                                                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1561 | NS      | $217556.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                                            | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219633.75    | 0.12%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                                            | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2428.14      | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                                            | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2968.71      | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                                            | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2894.20      | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                                            | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7238.98      | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                    | GlaxoSmithKline Capital PLC                                                                    | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $3895.92      | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                        | Global Payments Inc                                                                            | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       295 | NS      | $19853.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                             | Globe Life Inc                                                                                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       109 | NS      | $15169.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                                | GoDaddy Inc                                                                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       183 | NS      | $15128.61     | 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        |       378 | NS      | $319784.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2958.63      | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6958.91      | 0.00%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7410.20      | 0.00%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14804.10     | 0.01%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7940.61      | 0.00%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4932.27      | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12013.92     | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1790.80      | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1744.78      | 0.00%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                       | CUSIP: 38384NTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    565960 | PA      | $20587.32     | 0.01%             | 2064-05-20      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                            | WW Grainger Inc                                                                                | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        55 | NS      | $59994.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                   | Graphic Packaging International LLC                                                            | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15977.60     | 0.01%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3798.24      | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75040.88     | 0.04%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                        | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12590.76     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3714.88      | 0.00%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10346.44     | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90879.68     | 0.05%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4829.60      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124407.36    | 0.07%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                         | HCA Healthcare Inc                                                                             | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       197 | NS      | $93228.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                     | HP Inc                                                                                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1138 | NS      | $21860.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                             | Halliburton Co                                                                                 | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1046 | NS      | $40783.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                             | Halliburton Co                                                                                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3546.32      | 0.00%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                           | Hartford Insurance Group Inc/The                                                               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       349 | NS      | $47195.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                   | Hartford Insurance Group Inc/The                                                               | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3823.00      | 0.00%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                 | Hasbro Inc                                                                                     | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       168 | NS      | $15724.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                   | Health Care Service Corp A Mutual Legal Reserve Co                                             | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3619.44      | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                   | Health Care Service Corp A Mutual Legal Reserve Co                                             | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1863.96      | 0.00%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                   | Healthcare Realty Holdings LP                                                                  | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |      2000 | PA      | $1735.98      | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                  | Healthpeak Properties Inc                                                                      | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |       926 | NS      | $15214.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                                | Jack Henry & Associates Inc                                                                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        96 | NS      | $15171.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                             | Hershey Co/The                                                                                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       185 | NS      | $38459.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                                  | Hess Corp                                                                                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3054.33      | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                  | Hess Corp                                                                                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2015.98      | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                              | Hewlett Packard Enterprise Co                                                                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1722 | NS      | $41000.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                                            | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      3000 | PA      | $2956.80      | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                                            | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      6000 | PA      | $5836.50      | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                                            | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      3000 | PA      | $3317.82      | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                              | Hilton Worldwide Holdings Inc                                                                  | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       288 | NS      | $87575.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                | Hologic Inc                                                                                    | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       276 | NS      | $20862.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                         | Home Depot Inc/The                                                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1254 | NS      | $412428.06    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1364.56      | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2324.61      | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2986.56      | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2521.02      | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2822.52      | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2070.03      | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1780.08      | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72517.68     | 0.04%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2807.16      | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                             | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4690.35      | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                    | Honeywell Aerospace Inc                                                                        | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36622.97     | 0.02%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                | Honeywell International Inc                                                                    | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       799 | NS      | $180597.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                                    | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3791.32      | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                                    | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3465.00      | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                          | Hormel Foods Corp                                                                              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       389 | NS      | $8810.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                                          | Hormel Foods Corp                                                                              | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13485.90     | 0.01%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                  | Host Hotels & Resorts Inc                                                                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |       787 | NS      | $15078.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                       | Howmet Aerospace Inc                                                                           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       504 | NS      | $116151.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                | Hubbell Inc                                                                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        68 | NS      | $33370.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                 | Humana Inc                                                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       154 | NS      | $26702.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                             | JB Hunt Transport Services Inc                                                                 | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        97 | NS      | $20554.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                               | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      2467 | NS      | $38608.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8337.87      | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40596.80     | 0.02%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14247.66     | 0.01%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                          | Huntington Ingalls Industries Inc                                                              | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        51 | NS      | $19374.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                   | Huntington Ingalls Industries Inc                                                              | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20848.96     | 0.01%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                        | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81651.20     | 0.05%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                  | IDEX Corp                                                                                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        87 | NS      | $16490.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                     | IDEXX Laboratories Inc                                                                         | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       100 | NS      | $56189.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                    | Illinois Tool Works Inc                                                                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       329 | NS      | $85635.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                    | Imperial Brands Finance PLC                                                                    | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205108.00    | 0.11%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                                | Incyte Corp                                                                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       213 | NS      | $20047.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIANA MICHIGAN POWER                                     | Indiana Michigan Power Co                                                                      | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1959.45      | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                         | Trane Technologies Financing Ltd                                                               | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |      3000 | PA      | $2962.26      | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                         | Ingersoll Rand Inc                                                                             | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       444 | NS      | $35573.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                                             | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24926.64     | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                               | Insulet Corp                                                                                   | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        87 | NS      | $18256.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                 | Intel Corp                                                                                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      5904 | NS      | $260543.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10208.44     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1100.26      | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9524.79      | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7545.34      | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                     | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3784.20      | 0.00%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3680.20      | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                              | Interactive Brokers Group Inc                                                                  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       582 | NS      | $39034.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                              | Intercontinental Exchange Inc                                                                  | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       714 | NS      | $112297.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                                  | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1685.04      | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                                  | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1448.08      | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                       | International Business Machines Corp                                                           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1177 | NS      | $285293.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                     | International Flavors & Fragrances Inc                                                         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       318 | NS      | $23070.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                     | International Paper Co                                                                         | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       655 | NS      | $23383.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                 | Intuit Inc                                                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       350 | NS      | $151333.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                     | Intuitive Surgical Inc                                                                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       447 | NS      | $206062.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                 | Intuit Inc                                                                                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11037.00     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                       | Invitation Homes Inc                                                                           | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |       655 | NS      | $16276.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                         | IQVIA Holdings Inc                                                                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       205 | NS      | $34960.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                          | Iron Mountain Inc                                                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |       386 | NS      | $39426.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                          | ITC Holdings Corp                                                                              | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18697.00     | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust 2015-C32                                            | CUSIP: 46590JBC0<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     71000 | PA      | $15000.77     | 0.01%             | 2048-11-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                   | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                               | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4000 | PA      | $4129.00      | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3397 | NS      | $999261.52    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                  | Jabil Inc                                                                                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       138 | NS      | $36656.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3510.64      | 0.00%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2367.03      | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21491.12     | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2974.53      | 0.00%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40792.54     | 0.02%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34479.19     | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6004.48      | 0.00%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54402.60     | 0.03%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14211.54     | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143269.00    | 0.08%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                       | Jacobs Solutions Inc                                                                           | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       145 | NS      | $18455.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                   | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                               | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    181000 | PA      | $187800.17    | 0.10%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                   | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                               | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     24000 | PA      | $26354.40     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26553.54     | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                          | Johnson & Johnson                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3036 | NS      | $742119.84    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                                              | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2693.55      | 0.00%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                   | Johnson Controls International plc                                                             | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      4000 | PA      | $3371.60      | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                   | KLA Corp                                                                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       165 | NS      | $242947.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                   | KLA Corp                                                                                       | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4084.56      | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                               | KKR & Co Inc                                                                                   | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       861 | NS      | $79642.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                                 | Kenvue Inc                                                                                     | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2394 | NS      | $41272.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                 | Kenvue Inc                                                                                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87660.33     | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                 | Kenvue Inc                                                                                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8127.09      | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                 | Kenvue Inc                                                                                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2687.73      | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                       | Keurig Dr Pepper Inc                                                                           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1699 | NS      | $44734.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                    | KeyCorp                                                                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      1206 | NS      | $24180.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                  | Keysight Technologies Inc                                                                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       215 | NS      | $60709.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                        | Kimberly-Clark Corp                                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       415 | NS      | $40035.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                          | Kimco Realty Corp                                                                              | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |       910 | NS      | $20447.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                                    | Kinder Morgan Energy Partners LP                                                               | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4209.04      | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                    | Kinder Morgan Energy Partners LP                                                               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3588.00      | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                          | Kinder Morgan Inc                                                                              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      2457 | NS      | $82383.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                                              | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3568.00      | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                                              | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47249.28     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                                              | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4068.96      | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                         | Kraft Heinz Co/The                                                                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      1058 | NS      | $23794.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                       | Kraft Heinz Foods Co                                                                           | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11351.08     | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                              | Kroger Co/The                                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       729 | NS      | $52750.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                                  | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2508.78      | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                                  | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1826.74      | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                                  | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82977.72     | 0.05%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                                  | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3716.28      | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                  | L3Harris Technologies Inc                                                                      | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       234 | NS      | $80765.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                                      | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7968.56      | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                                              | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3865.50      | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                                              | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1224.96      | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                       | Labcorp Holdings Inc                                                                           | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $27481.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                          | Lam Research Corp                                                                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1572 | NS      | $335873.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                       | Las Vegas Sands Corp                                                                           | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       394 | NS      | $21228.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28369.60     | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                                           | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16422.40     | 0.01%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                   | Estee Lauder Cos Inc/The                                                                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       316 | NS      | $22679.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                        | Leidos Holdings Inc                                                                            | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       166 | NS      | $25816.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                                 | Leidos Inc                                                                                     | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34455.40     | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                 | Leidos Inc                                                                                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17629.34     | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                 | Leidos Inc                                                                                     | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20368.40     | 0.01%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                 | Leidos Inc                                                                                     | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28434.84     | 0.02%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                | Lennar Corp                                                                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       268 | NS      | $23273.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                   | Lennox International Inc                                                                       | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        39 | NS      | $18101.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                   | Liberty Mutual Group Inc                                                                       | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1356.58      | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                             | Eli Lilly & Co                                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       998 | NS      | $917930.46    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3641.36      | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17967.60     | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                              | Live Nation Entertainment Inc                                                                  | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       197 | NS      | $30044.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                       | Lockheed Martin Corp                                                                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       255 | NS      | $154119.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                                           | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1577.20      | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                                           | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1942.50      | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                 | Loews Corp                                                                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       220 | NS      | $23482.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                             | Lowe's Cos Inc                                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       705 | NS      | $166577.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2211.60      | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2302.11      | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                 | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2827.17      | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8820.00      | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1850.22      | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29133.80     | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10387.52     | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                    | Lululemon Athletica Inc                                                                        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       132 | NS      | $20209.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                      | Lumentum Holdings Inc                                                                          | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        90 | NS      | $63248.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                              | M&T Bank Corp                                                                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       190 | NS      | $39276.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97664.49     | 0.05%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                  | MGM Resorts International                                                                      | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       274 | NS      | $10140.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                                        | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1756.20      | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3685.44      | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                   | MSCI Inc                                                                                       | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        92 | NS      | $49588.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                   | MSCI Inc                                                                                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22532.18     | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                     | Discovery Global Holdings Inc                                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81987.40     | 0.05%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                     | Discovery Global Holdings Inc                                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39840.30     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                     | Discovery Global Holdings Inc                                                                  | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     13000 | PA      | $8672.82      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                    | Marathon Petroleum Corp                                                                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       370 | NS      | $90346.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16167.04     | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31281.79     | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27294.68     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                   | Marsh & McLennan Cos Inc                                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       608 | NS      | $105457.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                                       | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11071.08     | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                              | Marriott International Inc/MD                                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       276 | NS      | $90271.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                              | Martin Marietta Materials Inc                                                                  | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        75 | NS      | $44151.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                                         | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21069.80     | 0.01%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                 | Masco Corp                                                                                     | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       251 | NS      | $15152.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                                 | Masco Corp                                                                                     | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2956.62      | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                             | Mastercard Inc                                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1026 | NS      | $512651.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loans Trust                              | MASTR Alternative Loan Trust 2003-5                                                            | CUSIP: 576434FN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       224 | PA      | $0.53         | 0.00%             | 2018-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                      | McCormick & Co Inc/MD                                                                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       342 | NS      | $17250.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & CO                                             | McCormick & Co Inc/MD                                                                          | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2609.76      | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                            | McDonald's Corp                                                                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       896 | NS      | $278467.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3561.56      | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2879.64      | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11655.84     | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                              | McKesson Corp                                                                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       154 | NS      | $133265.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC INC                                              | Medtronic Inc                                                                                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1785.54      | 0.00%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                   | Medtronic Global Holdings SCA                                                                  | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     42000 | PA      | $41483.40     | 0.02%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                   | Memorial Sloan-Kettering Cancer Center                                                         | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7199.01      | 0.00%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                             | Merck & Co Inc                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3125 | NS      | $375906.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1564.38      | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1736.01      | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19874.40     | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2433.00      | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2285.36      | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3604.08      | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                        | Meritage Homes Corp                                                                            | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50605.88     | 0.03%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                | MetLife Inc                                                                                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       689 | NS      | $48726.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3481.28      | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                           | Mettler-Toledo International Inc                                                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        25 | NS      | $31530.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                             | Microsoft Corp                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9358 | NS      | $3464050.86   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1862.80      | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                                 | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12925.12     | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1802.84      | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2231.68      | 0.00%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     23000 | PA      | $14771.29     | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                   | Microchip Technology Inc                                                                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       676 | NS      | $43676.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                      | Micron Technology Inc                                                                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1418 | NS      | $479057.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                                          | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6983.64      | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                                          | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14089.40     | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                                          | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14647.78     | 0.01%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                                          | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154385.85    | 0.09%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                                          | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24210.72     | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                      | Mid-America Apartment Communities Inc                                                          | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       158 | NS      | $19294.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                     | Mid-America Apartments LP                                                                      | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     12000 | PA      | $7407.60      | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                                | Moderna Inc                                                                                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       431 | NS      | $21894.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                   | Molson Coors Beverage Co                                                                       | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       223 | NS      | $9602.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE                                      | Molson Coors Beverage Co                                                                       | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2340.51      | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                 | Mondelez International Inc                                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1609 | NS      | $92742.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                               | Monolithic Power Systems Inc                                                                   | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        61 | NS      | $66694.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                      | Monster Beverage Corp                                                                          | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       894 | NS      | $64779.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                               | Moody's Corp                                                                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       193 | NS      | $84196.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1514 | NS      | $249158.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43993.40     | 0.02%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28000 | PA      | $17045.28     | 0.01%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3490.36      | 0.00%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2987.19      | 0.00%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                 | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3282.04      | 0.00%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150601.60    | 0.08%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     69000 | PA      | $62017.20     | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88341.54     | 0.05%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                              | Mosaic Co/The                                                                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       392 | NS      | $9996.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                     | Motorola Solutions Inc                                                                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       208 | NS      | $90265.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MYLAN INC                                                  | Mylan Inc                                                                                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2375.79      | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                       | Utah Acquisition Sub Inc                                                                       | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41887.86     | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                            | NGPL PipeCo LLC                                                                                | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14716.32     | 0.01%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                             | NRG Energy Inc                                                                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       275 | NS      | $40188.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                                 | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32608.95     | 0.02%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                                 | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36237.43     | 0.02%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                    | NVR Inc                                                                                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         3 | NS      | $19769.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                 | Nasdaq Inc                                                                                     | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       562 | NS      | $47708.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                                     | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3998.08      | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                                     | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3002.34      | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                    | NOV Inc                                                                                        | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3866.20      | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                 | NetApp Inc                                                                                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       259 | NS      | $26519.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                 | NetApp Inc                                                                                     | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41904.05     | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                | Netflix Inc                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      5318 | NS      | $511325.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                                    | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14107.66     | 0.01%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                                    | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3870.08      | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                            | Nevada Power Co                                                                                | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5014.00      | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                               | Newmont Corp                                                                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1372 | NS      | $148519.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                  | News Corp                                                                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       495 | NS      | $12340.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                  | News Corp                                                                                      | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       142 | NS      | $4048.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                         | NextEra Energy Inc                                                                             | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      2621 | NS      | $243438.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                            | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3990.36      | 0.00%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                       | Niagara Mohawk Power Corp                                                                      | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9402.90      | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                   | NIKE Inc                                                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1495 | NS      | $78965.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                   | NIKE Inc                                                                                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2088.15      | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                               | NiSource Inc                                                                                   | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       613 | NS      | $28602.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                   | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57025.02     | 0.03%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                               | Nordson Corp                                                                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        65 | NS      | $17293.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                      | Norfolk Southern Corp                                                                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       282 | NS      | $80934.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                      | Norfolk Southern Corp                                                                          | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2439.90      | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                        | Northern Trust Corp                                                                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       232 | NS      | $32380.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                                            | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17096.80     | 0.01%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                      | Northrop Grumman Corp                                                                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       168 | NS      | $114616.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                   | Northwestern Mutual Life Insurance Co/The                                                      | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     18000 | PA      | $12423.42     | 0.01%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                            | Gen Digital Inc                                                                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       677 | NS      | $12747.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANT HEALTH INC                                          | Novant Health Inc                                                                              | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4404.89      | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                                          | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7327.44      | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                 | Nucor Corp                                                                                     | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       286 | NS      | $48362.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                | NVIDIA Corp                                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     30584 | NS      | $5333849.60   | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                | NVIDIA Corp                                                                                    | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3795.88      | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                | NVIDIA Corp                                                                                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2209.83      | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1779.56      | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $41356.70     | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $52867.36     | 0.03%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                    | O'Reilly Automotive Inc                                                                        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1057 | NS      | $97571.67     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2025-NQM20 Trust                                                                           | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |    326571 | PA      | $325176.39    | 0.18%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2025-NQM18 Trust                                                                           | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |    135384 | PA      | $134964.96    | 0.07%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2025-NQM19 Trust                                                                           | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |    510719 | PA      | $506990.52    | 0.28%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                  | Occidental Petroleum Corp                                                                      | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       900 | NS      | $58500.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OKLAHOMA G&E CO                                            | Oklahoma Gas and Electric Co                                                                   | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3816.28      | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                              | Old Dominion Freight Line Inc                                                                  | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       230 | NS      | $44942.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                          | Omnicom Group Inc                                                                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       378 | NS      | $28467.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                      | ON Semiconductor Corp                                                                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       491 | NS      | $30402.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                                 | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1506.22      | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                  | ONEOK Inc                                                                                      | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       789 | NS      | $71317.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2981.40      | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                      | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13703.17     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63455.86     | 0.04%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16432.00     | 0.01%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2135 | NS      | $314079.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1348.64      | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2987.49      | 0.00%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1977.42      | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10947.36     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1809.87      | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1267.96      | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3085.65      | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1906.00      | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14436.10     | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2834.85      | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2393.01      | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64164.75     | 0.04%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14594.55     | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                    | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43263.90     | 0.02%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                        | Otis Worldwide Corp                                                                            | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       485 | NS      | $37383.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                        | Otis Worldwide Corp                                                                            | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11139.00     | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                        | Otis Worldwide Corp                                                                            | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13661.80     | 0.01%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1607.12      | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                                  | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29040.60     | 0.02%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102434.31    | 0.06%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                                  | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3962.76      | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                  | PG&E Corp                                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2751 | NS      | $48335.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                       | PNC Financial Services Group Inc/The                                                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       515 | NS      | $107166.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                         | PPG Industries Inc                                                                             | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       279 | NS      | $29819.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                   | PPL Corp                                                                                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       965 | NS      | $36863.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                    | PPL Capital Funding Inc                                                                        | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4992.70      | 0.00%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                    | PTC Inc                                                                                        | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       148 | NS      | $21088.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                 | PACCAR Inc                                                                                     | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       659 | NS      | $76114.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                                | PRKCM 2025-AFC1 Trust                                                                          | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264632 | PA      | $263425.54    | 0.15%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                    | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8585.72      | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3875.92      | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12557.30     | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10474.24     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1978.83      | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9668.60      | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4132.00      | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2730.39      | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     49000 | PA      | $27852.58     | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9137.60      | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                  | Packaging Corp of America                                                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       111 | NS      | $23556.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                   | Packaging Corp of America                                                                      | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     13000 | PA      | $8175.44      | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                  | Palantir Technologies Inc                                                                      | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      2877 | NS      | $420847.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                     | Palo Alto Networks Inc                                                                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1016 | NS      | $162885.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp                                    | Paramount Skydance Corp                                                                        | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       380 | NS      | $3427.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                       | Parker-Hannifin Corp                                                                           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       159 | NS      | $142343.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                                           | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1938.60      | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                                           | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28153.16     | 0.02%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                   | Patterson-UTI Energy Inc                                                                       | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11815.87     | 0.01%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                | Paychex Inc                                                                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       392 | NS      | $36111.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                | Paychex Inc                                                                                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31290.47     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                | Paychex Inc                                                                                    | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23104.88     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                        | PayPal Holdings Inc                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1152 | NS      | $52104.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                                            | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3968.68      | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                                            | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1933.68      | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                | PepsiCo Inc                                                                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1720 | NS      | $267098.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                                    | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3806.48      | 0.00%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1802.62      | 0.00%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     19000 | PA      | $11663.91     | 0.01%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                | Revvity Inc                                                                                    | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       126 | NS      | $11038.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                                          | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    104000 | PA      | $103611.04    | 0.06%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                                          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      4000 | PA      | $3714.92      | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                                          | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      6000 | PA      | $5445.12      | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                 | Pfizer Inc                                                                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      7153 | NS      | $200856.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1735.04      | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                                     | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2415.42      | 0.00%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2609.25      | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12259.20     | 0.01%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                            | Philip Morris International Inc                                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1960 | NS      | $324066.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1655.06      | 0.00%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2906.07      | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1821.80      | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14558.60     | 0.01%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12249.72     | 0.01%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203812.00    | 0.11%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                | Phillips 66                                                                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       506 | NS      | $92183.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31373.65     | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                                    | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7105.67      | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                                 | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2968.29      | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66 Co                                                                                 | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20019.72     | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66 Co                                                                                 | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2524.77      | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                       | Pilgrim's Pride Corp                                                                           | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4176.12      | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                       | Pilgrim's Pride Corp                                                                           | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18350.65     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                 | Pinnacle West Capital Corp                                                                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       159 | NS      | $16019.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                   | Pioneer Natural Resources Co                                                                   | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25241.44     | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Pool Corp                                                  | Pool Corp                                                                                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        48 | NS      | $9711.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECISION CASTPARTS CORP                                   | Precision Castparts Corp                                                                       | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2557.23      | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                     | T Rowe Price Group Inc                                                                         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       271 | NS      | $24427.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                              | Principal Financial Group Inc                                                                  | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       245 | NS      | $22076.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                    | Procter & Gamble Co/The                                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2927 | NS      | $422775.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                       | Progressive Corp/The                                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       737 | NS      | $146102.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                                           | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14608.32     | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                                           | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2178.21      | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                               | Prologis Inc                                                                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      1169 | NS      | $154518.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      3000 | PA      | $1954.83      | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                                    | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      4000 | PA      | $4004.60      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                                    | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      4000 | PA      | $3726.40      | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                   | Prudential Financial Inc                                                                       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       435 | NS      | $42495.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                                       | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5957.92      | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                                       | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3956.40      | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                    | Public Service Co of Colorado                                                                  | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2962.62      | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                        | Public Service Enterprise Group Inc                                                            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       625 | NS      | $50593.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                             | Public Storage                                                                                 | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       198 | NS      | $53634.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE OP CO                                       | Public Storage Operating Co                                                                    | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      5000 | PA      | $4707.45      | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                             | PulteGroup Inc                                                                                 | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $27050.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                                      | Qnity Electronics Inc                                                                          | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       273 | NS      | $31498.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                               | QUALCOMM Inc                                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1342 | NS      | $172822.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                               | QUALCOMM Inc                                                                                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2433.60      | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                               | QUALCOMM Inc                                                                                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13046.72     | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                        | Quanta Services Inc                                                                            | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       187 | NS      | $102666.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                      | Quest Diagnostics Inc                                                                          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       137 | NS      | $26849.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                      | Quest Diagnostics Inc                                                                          | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1873.82      | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2025-CES10                                                                 | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |    413412 | PA      | $410224.41    | 0.23%             | 2055-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2025-CES11                                                                 | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |    250179 | PA      | $248559.82    | 0.14%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                          | Ralph Lauren Corp                                                                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        50 | NS      | $17199.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                                | Raymond James Financial Inc                                                                    | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       227 | NS      | $32867.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                   | RTX Corp                                                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1690 | NS      | $326001.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2978.37      | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     39000 | PA      | $23846.55     | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40930.89     | 0.02%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63532.38     | 0.04%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                                       | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16167.45     | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                         | Realty Income Corp                                                                             | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      1154 | NS      | $70601.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                       | Regency Centers Corp                                                                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |       189 | NS      | $14299.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                              | Regeneron Pharmaceuticals Inc                                                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       127 | NS      | $98125.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                   | Regeneron Pharmaceuticals Inc                                                                  | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9753.26      | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                     | Regions Financial Corp                                                                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1080 | NS      | $28209.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                                         | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34741.15     | 0.02%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                                         | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103640.14    | 0.06%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                   | RenaissanceRe Holdings Ltd                                                                     | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $16433.12     | 0.01%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                      | Republic Services Inc                                                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       252 | NS      | $55193.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                 | ResMed Inc                                                                                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       182 | NS      | $40855.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                                      | Reynolds American Inc                                                                          | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33913.77     | 0.02%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                      | Rio Tinto Finance USA Ltd                                                                      | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |      4000 | PA      | $2405.96      | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | RIO TINTO FIN USA PLC                                                                          | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15226.05     | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | RIO TINTO FIN USA PLC                                                                          | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     16000 | PA      | $15932.16     | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | RIO TINTO FIN USA PLC                                                                          | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     16000 | PA      | $15919.68     | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                      | Robinhood Markets Inc                                                                          | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       991 | NS      | $68676.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                                                | ROBLOX Corp                                                                                    | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63845.20     | 0.04%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                    | Rockwell Automation Inc                                                                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       141 | NS      | $50602.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION                                        | Rockwell Automation Inc                                                                        | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2435.04      | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                        | Rockwell Automation Inc                                                                        | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2233.28      | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                | Rollins Inc                                                                                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       380 | NS      | $20295.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                     | Roper Technologies Inc                                                                         | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       133 | NS      | $47063.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                            | Ross Stores Inc                                                                                | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       406 | NS      | $87951.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                            | Ross Stores Inc                                                                                | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2001.82      | 0.00%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     73000 | PA      | $73781.10     | 0.04%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                                    | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     18000 | PA      | $17690.76     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                                             | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2891.49      | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                                             | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1800.24      | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                                             | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1515.76      | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                                             | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      9000 | PA      | $9074.43      | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                                               | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23742.96     | 0.01%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                             | S&P Global Inc                                                                                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       385 | NS      | $163755.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                    | SBA Communications Corp                                                                        | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       132 | NS      | $22718.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                    | SBA Communications Corp                                                                        | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    134000 | PA      | $132654.64    | 0.07%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                             | Salesforce Inc                                                                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1179 | NS      | $220083.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13083.45     | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7499.80      | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                            | Sandisk Corp/DE                                                                                | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $118173.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                           | Henry Schein Inc                                                                               | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       134 | NS      | $9875.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                    | Schlumberger Holdings Corp                                                                     | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4960.15      | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                    | Schlumberger Holdings Corp                                                                     | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55996.64     | 0.03%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                                    | SLB Ltd                                                                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1877 | NS      | $96459.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                    | Charles Schwab Corp/The                                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      2101 | NS      | $197451.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                                        | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19432.35     | 0.01%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                                        | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126030.08    | 0.07%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                                        | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2719.23      | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                                        | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41092.40     | 0.02%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                                        | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23407.34     | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                   | Selective Insurance Group Inc                                                                  | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1800.14      | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                     | Sempra                                                                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       819 | NS      | $79582.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25249.38     | 0.01%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                             | ServiceNow Inc                                                                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1315 | NS      | $137483.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                                       | Shell Finance US Inc                                                                           | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $127603.36    | 0.07%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                       | Shell Finance US Inc                                                                           | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3399.95      | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                       | Shell Finance US Inc                                                                           | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3057.04      | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                       | Shell Finance US Inc                                                                           | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $7287.94      | 0.00%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                    | Sherwin-Williams Co/The                                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       289 | NS      | $92638.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                   | Simon Property Group Inc                                                                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       408 | NS      | $76104.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                    | Simon Property Group LP                                                                        | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      3000 | PA      | $2969.67      | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                   | South Bow USA Infrastructure Holdings LLC                                                      | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53648.46     | 0.03%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                     | Skyworks Solutions Inc                                                                         | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       204 | NS      | $10924.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                             | A O Smith Corp                                                                                 | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       120 | NS      | $7912.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & NEPHEW PLC                                         | Smith & Nephew PLC                                                                             | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      9000 | PA      | $9129.60      | 0.01%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                         | J M Smucker Co/The                                                                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       148 | NS      | $14273.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO                                              | J M Smucker Co/The                                                                             | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14605.36     | 0.01%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                              | J M Smucker Co/The                                                                             | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18687.06     | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                | Snap-on Inc                                                                                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        64 | NS      | $23246.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                             | Solventum Corp                                                                                 | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       196 | NS      | $12798.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                                         | Sonoco Products Co                                                                             | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32918.16     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                         | Sonoco Products Co                                                                             | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27406.68     | 0.02%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                  | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11159.25     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                  | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11866.20     | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                  | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    174000 | PA      | $178259.52    | 0.10%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                            | Southern Co/The                                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1384 | NS      | $133583.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                                | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2993.01      | 0.00%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                                | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26151.66     | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                      | Southwest Airlines Co                                                                          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       611 | NS      | $22955.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                      | Southwest Airlines Co                                                                          | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10995.72     | 0.01%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                    | Southwestern Electric Power Co                                                                 | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2975.97      | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                    | Spectra Energy Partners LP                                                                     | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1675.28      | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                    | Spectra Energy Partners LP                                                                     | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2983.35      | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                  | Block Inc                                                                                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       684 | NS      | $41163.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                                 | Stanley Black & Decker Inc                                                                     | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       194 | NS      | $13785.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                             | Starbucks Corp                                                                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1432 | NS      | $128292.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1984.00      | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                          | State Street Corp                                                                              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       349 | NS      | $44169.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | State Street Global All Cap Equity ex-U.S. Index Portfolio                                     | CUSIP: 85749T764<br>LEI: 5493006RH3PQC41AJP68 | Long             | EC               | RF                | US        |    278443 | NS      | $41546433.48  | 23.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                               | State Street Institutional Treasury Plus Money Market Fund                                     | CUSIP: 857492854<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |   1277140 | NS      | $1277139.78   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                               | State Street Institutional Treasury Money Market Fund                                          | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |   5824170 | NS      | $5824170.26   | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                         | Steel Dynamics Inc                                                                             | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       177 | NS      | $31860.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL LLC                                          | Store Capital LLC                                                                              | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     10000 | PA      | $9918.60      | 0.01%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                               | Stryker Corp                                                                                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       433 | NS      | $142279.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                                   | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13551.45     | 0.01%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                                            | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     28000 | PA      | $29438.36     | 0.02%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                          | Suncor Energy Inc                                                                              | CUSIP: 867224AB3<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2262.33      | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                             | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2688.39      | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                             | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5358.36      | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                                   | Super Micro Computer Inc                                                                       | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       623 | NS      | $14185.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                               | Synopsys Inc                                                                                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       244 | NS      | $96741.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39290.55     | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23041.63     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21967.07     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                        | Synchrony Financial                                                                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       433 | NS      | $29452.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                 | Sysco Corp                                                                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       599 | NS      | $42726.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                          | Sysco Corp                                                                                     | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2075.60      | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                          | Sysco Corp                                                                                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3097.41      | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                    | Carlyle Secured Lending Inc                                                                    | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3966.80      | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                            | TJX Cos Inc/The                                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1397 | NS      | $223100.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                                     | TKO Group Holdings Inc                                                                         | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $17946.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                            | T-Mobile US Inc                                                                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       595 | NS      | $124967.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3228.92      | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21866.90     | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151460.80    | 0.08%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50469.00     | 0.03%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                               | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3681.80      | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                     | Takeoff Merger Sub Inc                                                                         | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24700.75     | 0.01%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                          | Take-Two Interactive Software Inc                                                              | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       218 | NS      | $43055.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                   | Take-Two Interactive Software Inc                                                              | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35652.60     | 0.02%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                   | Take-Two Interactive Software Inc                                                              | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2861.13      | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                          | Tampa Electric Co                                                                              | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8351.60      | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                          | Tampa Electric Co                                                                              | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14448.64     | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                          | Tampa Electric Co                                                                              | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5533.20      | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                       | Tanger Properties LP                                                                           | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     35000 | PA      | $31277.40     | 0.02%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                               | Tapestry Inc                                                                                   | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       253 | NS      | $35700.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                                   | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14497.92     | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                                   | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    204000 | PA      | $206260.32    | 0.11%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                                   | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35108.85     | 0.02%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp                            | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39949.20     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                | Target Corp                                                                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       568 | NS      | $68841.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                                    | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3935.88      | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                       | Targa Resources Corp                                                                           | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       269 | NS      | $67446.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                                           | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     42000 | PA      | $45410.82     | 0.03%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                  | Teledyne Technologies Inc                                                                      | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        61 | NS      | $36905.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                               | Teradyne Inc                                                                                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       196 | NS      | $58106.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                  | Tesla Inc                                                                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3544 | NS      | $1317482.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                      | Texas Instruments Inc                                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1142 | NS      | $221707.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                                          | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2618.19      | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                    | Texas Pacific Land Corp                                                                        | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $34168.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                | Textron Inc                                                                                    | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       215 | NS      | $18825.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                         | Trade Desk Inc/The                                                                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       612 | NS      | $13886.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                               | Thermo Fisher Scientific Inc                                                                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       473 | NS      | $232493.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                                   | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3651.50      | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                      | 3M Co                                                                                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       661 | NS      | $95997.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE LLC                                      | Time Warner Cable LLC                                                                          | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2016.20      | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                      | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $32206.65     | 0.02%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                      | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15756.64     | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                      | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17891.64     | 0.01%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                     | TotalEnergies Capital International SA                                                         | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     67000 | PA      | $63543.47     | 0.04%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2025-CES4                                                            | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    251951 | PA      | $250509.77    | 0.14%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                          | Tractor Supply Co                                                                              | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       689 | NS      | $31211.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                          | Tractor Supply Co                                                                              | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10144.90     | 0.01%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                      | TransCanada PipeLines Ltd                                                                      | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11946.72     | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                    | Transcontinental Gas Pipe Line Co LLC                                                          | CUSIP: 893574AK9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2980.62      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                    | Transcontinental Gas Pipe Line Co LLC                                                          | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26792.10     | 0.01%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                        | TransDigm Group Inc                                                                            | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $82286.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                      | Travelers Cos Inc/The                                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       271 | NS      | $79045.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                          | Travelers Cos Inc/The                                                                          | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11806.00     | 0.01%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                | Trimble Inc                                                                                    | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       295 | NS      | $19242.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp                                                                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1583 | NS      | $72770.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                                          | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42929.48     | 0.02%             | 2026-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                     | Tyler Technologies Inc                                                                         | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        53 | NS      | $18146.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                            | Tyson Foods Inc                                                                                | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       349 | NS      | $22360.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                            | Tyson Foods Inc                                                                                | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10254.60     | 0.01%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                            | Tyson Foods Inc                                                                                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14492.66     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                    | UDR Inc                                                                                        | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |       369 | NS      | $12464.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                    | UDR Inc                                                                                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |      3000 | PA      | $2748.21      | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                    | UDR Inc                                                                                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     20000 | PA      | $16920.60     | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                                                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1952 | NS      | $101523.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                      | Uber Technologies Inc                                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      2589 | NS      | $186226.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                                          | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30312.11     | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                                          | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26221.86     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                            | Ulta Beauty Inc                                                                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        55 | NS      | $28749.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                         | Union Pacific Corp                                                                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       746 | NS      | $180994.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                                             | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2625.15      | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                                             | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2897.44      | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                                             | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2693.48      | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                                             | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5935.86      | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                               | United Airlines Holdings Inc                                                                   | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       392 | NS      | $36091.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                  | United Parcel Service Inc                                                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       928 | NS      | $91296.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                                      | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10481.13     | 0.01%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                         | United Rentals Inc                                                                             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        79 | NS      | $57556.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31680.96     | 0.02%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                     | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16521.12     | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    586000 | PA      | $381815.63    | 0.21%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                            | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1636600 | PA      | $1200855.25   | 0.66%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                            | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1454000 | PA      | $1275430.63   | 0.71%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                            | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    411000 | PA      | $387945.47    | 0.21%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1525000 | PA      | $1485683.59   | 0.82%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                          | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    786434 | PA      | $739432.61    | 0.41%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4359000 | PA      | $4123001.04   | 2.28%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $374587.50    | 0.21%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $819779.30    | 0.45%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1684000 | PA      | $1653214.38   | 0.92%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1604937.50   | 0.89%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    399000 | PA      | $408039.84    | 0.23%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    214000 | PA      | $220353.13    | 0.12%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    459000 | PA      | $461079.84    | 0.26%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                          | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    974018 | PA      | $989407.76    | 0.55%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    229000 | PA      | $228928.44    | 0.13%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    856000 | PA      | $855130.63    | 0.47%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    533000 | PA      | $530376.64    | 0.29%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    917000 | PA      | $913704.53    | 0.51%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1494000 | PA      | $1486238.21   | 0.82%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2772000 | PA      | $2749260.95   | 1.52%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183000 | PA      | $180369.38    | 0.10%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                            | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2312000 | PA      | $2280751.89   | 1.26%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                          | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    896871 | PA      | $886272.86    | 0.49%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                                       | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2453.43      | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                                       | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20735.61     | 0.01%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                                       | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3690.68      | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                     | UnitedHealth Group Inc                                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1140 | NS      | $308472.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                         | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3489.36      | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                         | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2447.40      | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     92000 | PA      | $83339.12     | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13643.00     | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30271.68     | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                         | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1997.70      | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5277.96      | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13067.40     | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                              | Universal Health Services Inc                                                                  | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        62 | NS      | $11096.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE OVERSEAS LIMITED                                      | Vale Overseas Ltd                                                                              | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     33000 | PA      | $34296.57     | 0.02%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                      | Vale Overseas Ltd                                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     18000 | PA      | $18147.06     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                         | Valero Energy Corp                                                                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       383 | NS      | $94631.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                 | Ventas Inc                                                                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       615 | NS      | $50294.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                               | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      8000 | PA      | $7955.44      | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                               | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     11000 | PA      | $11274.12     | 0.01%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                               | Veralto Corp                                                                                   | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       323 | NS      | $28559.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                               | VeriSign Inc                                                                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       103 | NS      | $25581.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                 | Verizon Communications Inc                                                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      5308 | NS      | $266461.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                     | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5229.54      | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                     | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34255.80     | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                     | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2790.20      | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                     | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2661.60      | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                     | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9078.80      | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                     | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3844.80      | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58485.64     | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                     | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21917.06     | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                       | Verisk Analytics Inc                                                                           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       182 | NS      | $34534.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                       | Verisk Analytics Inc                                                                           | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27861.12     | 0.02%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-9                                                              | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    252539 | PA      | $251056.23    | 0.14%             | 2070-10-27      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-8                                                              | CUSIP: 924930AC4<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |    141456 | PA      | $140617.36    | 0.08%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-11                                                             | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |    509249 | PA      | $506034.73    | 0.28%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                               | State Street Institutional US Government Money Market Fund                                     | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    104151 | NS      | $104150.70    | 0.06%             |  |  |  | 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        |   6211879 | NS      | $6211879.27   | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                 | Vertex Pharmaceuticals Inc                                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       319 | NS      | $142446.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                         | Vertiv Holdings Co                                                                             | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       481 | NS      | $120528.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                | Viatris Inc                                                                                    | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      1425 | NS      | $19251.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                                | Viatris Inc                                                                                    | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2619.00      | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                        | VICI Properties Inc                                                                            | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      1396 | NS      | $38138.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                         | Expand Energy Corp                                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87190.53     | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                 | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2299.74      | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                   | Visa Inc                                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2118 | NS      | $640144.32    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                | Vistra Corp                                                                                    | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       399 | NS      | $59981.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14432.60     | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                               | Vontier Corp                                                                                   | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16293.99     | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                               | Vontier Corp                                                                                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14539.68     | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                          | Vornado Realty LP                                                                              | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    287000 | PA      | $285642.49    | 0.16%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                        | Vulcan Materials Co                                                                            | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       165 | NS      | $44929.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                        | Vulcan Materials Co                                                                            | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1993.10      | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                       | WEC Energy Group Inc                                                                           | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       407 | NS      | $47118.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                   | Westinghouse Air Brake Technologies Corp                                                       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       213 | NS      | $53230.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                | Walmart Inc                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5522 | NS      | $686274.16    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34580.91     | 0.02%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2147.73      | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1231.62      | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                  | Warner Bros Discovery Inc                                                                      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      3111 | NS      | $85428.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                       | Waste Management Inc                                                                           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       466 | NS      | $107082.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                                | Waters Corp                                                                                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       128 | NS      | $38118.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                           | Wells Fargo & Co                                                                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3893 | NS      | $309921.73    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                               | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9223.39      | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                               | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12925.12     | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                               | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    147000 | PA      | $146578.11    | 0.08%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                               | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12013.44     | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                               | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11712.84     | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    182000 | PA      | $196814.80    | 0.11%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19332.88     | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101914.00    | 0.06%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                              | Welltower Inc                                                                                  | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |       878 | NS      | $173589.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                           | West Pharmaceutical Services Inc                                                               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        89 | NS      | $22306.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                       | Western Digital Corp                                                                           | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       426 | NS      | $115228.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                                           | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      3000 | PA      | $2924.79      | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                            | Weyerhaeuser Co                                                                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |       893 | NS      | $21815.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                       | Williams Cos Inc/The                                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1534 | NS      | $111644.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                                           | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2702.22      | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                                           | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1984.94      | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                                           | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2565.60      | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2793.36      | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                                           | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3504.60      | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                        | Williams-Sonoma Inc                                                                            | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       149 | NS      | $27167.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                   | Willis North America Inc                                                                       | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2892.20      | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                | Workday Inc                                                                                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       266 | NS      | $34558.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12884.17     | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26313.93     | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                           | Wynn Resorts Ltd                                                                               | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       118 | NS      | $11982.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                            | Xcel Energy Inc                                                                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       741 | NS      | $58865.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                               | Xylem Inc/NY                                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       318 | NS      | $38001.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                            | Yum! Brands Inc                                                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       348 | NS      | $54107.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                    | Zebra Technologies Corp                                                                        | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        55 | NS      | $11499.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                 | Zimmer Biomet Holdings Inc                                                                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       246 | NS      | $22243.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                 | Zoetis Inc                                                                                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       529 | NS      | $62533.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2972.19      | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29312.64     | 0.02%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B96ZAV0E1 CDS USD R V 03MEVENT 1 CCPCDX / Short: B96ZAV0E1 CDS USD P F  1.00000 2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   9550000 | OU      | $-174181.05   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI FUT JUN26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         2 | NC      | $-13608.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) JUN26                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         6 | NC      | $-20879.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT JUN26                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        13 | NC      | $1569.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)JUN26                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $4154.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) JUN26                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        46 | NC      | $-72290.59    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) JUN26                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -28 | NC      | $43072.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT JUN26                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         8 | NC      | $-19256.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                               | Allegion plc                                                                                   | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       117 | NS      | $16998.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                  | Amcor PLC                                                                                      | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |       600 | NS      | $23850.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                    | Aon PLC                                                                                        | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       269 | NS      | $86827.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                     | Arch Capital Group Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       447 | NS      | $42907.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                              | Accenture PLC                                                                                  | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       774 | NS      | $153476.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                    | CRH PLC                                                                                        | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       841 | NS      | $88405.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                             | Eaton Corp PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       489 | NS      | $174900.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                          | Everest Group Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        50 | NS      | $16342.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                  | Aptiv PLC                                                                                      | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |       263 | NS      | $18262.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                | Invesco Ltd                                                                                    | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       571 | NS      | $13869.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                         | Johnson Controls International plc                                                             | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       769 | NS      | $100700.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                  | Linde PLC                                                                                      | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       588 | NS      | $291506.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                              | Medtronic PLC                                                                                  | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1612 | NS      | $139679.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                         | Norwegian Cruise Line Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       615 | NS      | $11500.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                            | Seagate Technology Holdings PLC                                                                | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       274 | NS      | $107342.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                | Pentair PLC                                                                                    | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       202 | NS      | $17596.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock PLC                                       | Smurfit Westrock PLC                                                                           | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       649 | NS      | $25862.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                 | STERIS PLC                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       122 | NS      | $26977.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                        | TE Connectivity PLC                                                                            | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       368 | NS      | $76919.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                     | Trane Technologies PLC                                                                         | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       278 | NS      | $115853.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                   | Willis Towers Watson PLC                                                                       | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       115 | NS      | $33430.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                            | Bunge Global SA                                                                                | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |       168 | NS      | $21369.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                  | Chubb Ltd                                                                                      | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       457 | NS      | $148950.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                 | Garmin Ltd                                                                                     | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       205 | NS      | $47562.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                               | LyondellBasell Industries NV                                                                   | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       334 | NS      | $26907.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                      | NXP Semiconductors NV                                                                          | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       315 | NS      | $62010.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                | Royal Caribbean Cruises Ltd                                                                    | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       316 | NS      | $86956.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** ELFUN DIVERSIFIED FUND

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer