# EDGAR Filing Document

**Accession Number:** 0000873803
**File Stem:** 0001410368-26-040088
**Filing Date:** 2026-4
**Character Count:** 374800
**Document Hash:** 3a8b36e6b02d57815af81bf78de201ec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040088.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001410368-26-040088

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** UBS INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000873803

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06292
- **FILM NUMBER:** 26892077

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BRINSON INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20010625

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAINEWEBBER INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19960511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KIDDER PEABODY INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### UBS U.S. Allocation Fund (Series ID: S000002487)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000006689 | Class A      | PWTAX           |
| C000006692 | Class P      | PWTYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** UBS INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-06292

- **c. CIK number of Registrant:** 0000873803

- **d. LEI of Registrant:** 549300G2BM6HG0OCX065

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

  - **Street Address 1:** 1285 Avenue of the Americas

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 212-821-3000

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

- **a. Name of Series:** UBS U.S. Allocation Fund

- **b. EDGAR series identifier (if any):** S000002487

- **c. LEI of Series:** 549300J5GDB8VRARXP29

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $262238932.09

**Total Liabilities:** $37858346.22

**Net Assets:** $224380585.87

**Delayed Delivery Securities:** $915191.41

**Cash Not Reported:** $2418205.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -111.50000000 | **1-Year:** -1352.15000000 | **5-Year:** -4179.91000000 | **10-Year:** -7653.01000000 | **30-Year:** -3313.77000000

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

- **3-Month:** -129.56000000 | **1-Year:** -1351.57000000 | **5-Year:** -3159.29000000 | **10-Year:** -389.97000000 | **30-Year:** -5.60000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006689 | 0.18%                | 1.50%                | 0.41%                |
| Class ID C000006692 | 0.20%                | 1.53%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3774735.31              | $-3731259.19                               |
| Month 2  | $1259986.54              | $173677.75                                 |
| Month 3  | $1049774.43              | $-1618993.02                               |

**Designated Index Information**

- **Index Name:** 65% Russell 3000 30% Barclays US Aggregate 5% ML High Yield Cash Pay (J0A0)

- **Index Identifier:** 65% Russell 3000 30% Barclays US Aggregate 5% ML High Yield Cash Pay (J0A0)

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56782.29     | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                    | Honeywell International, Inc.                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       480 | NS      | $116923.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTCV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1150198 | PA      | $1009493.90   | 0.45%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp.                                                                    | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95746.23     | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                       | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24399.08     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                  | PRA Group, Inc.                                                               | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52910.00     | 0.02%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                         | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25735.28     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                       | Ashton Woods USA LLC/Ashton Woods Finance Co.                                 | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36051.93     | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                            | Future                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |       -44 | NC      | $-396932.33   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                       | EQT Corp.                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       430 | NS      | $26410.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | Nordson Corp.                                                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        42 | NS      | $12324.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc   | Charles River Laboratories International, Inc.                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        35 | NS      | $6247.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                               | EPAM Systems, Inc.                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        52 | NS      | $7332.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                      | Jabil, Inc.                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       100 | NS      | $26499.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co. of New York, Inc.                                     | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103456.05    | 0.05%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems, Inc.                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10283 | NS      | $817087.18    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2300000 | PA      | $-2311569.00  | -1.03%            | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                 | Albemarle Corp.                                                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       180 | NS      | $32160.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                   | Assurant, Inc.                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        46 | NS      | $10561.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                 | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       759 | NS      | $147845.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       223 | NS      | $91213.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | Dow, Inc.                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1136 | NS      | $34909.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                   | NiSource, Inc.                                                                | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104385.05    | 0.05%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                            | Allegiant Travel Co.                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    201000 | PA      | $202864.88    | 0.09%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                      | L3Harris Technologies, Inc.                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       141 | NS      | $51400.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                        | Zebra Technologies Corp.                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        38 | NS      | $8510.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                      | Warner Bros Discovery, Inc.                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      1884 | NS      | $53072.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                      | Apple, Inc.                                                                   | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79193.65     | 0.04%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                      | United Parcel Service, Inc.                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       548 | NS      | $63546.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                            | Dollar General Corp.                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      4564 | NS      | $713079.36    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp.                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87998.46     | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XLG77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892634 | PA      | $789215.55    | 0.35%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                  | Blackrock, Inc.                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       937 | NS      | $996246.51    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       499 | NS      | $104151.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                  | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67900.00     | 0.03%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                                                    | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100462.40    | 0.04%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                     | AMETEK, Inc.                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       181 | NS      | $43298.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton USA Trust                               | Hilton USA Trust                                                              | CUSIP: 43289VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $201866.50    | 0.09%             | 2035-11-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $923907.30    | 0.41%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102765.58    | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                       | Blue Racer Midstream LLC/Blue Racer Finance Corp.                             | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $86732.30     | 0.04%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                 | American Electric Power Co., Inc.                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       785 | NS      | $105048.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust                                                    | CUSIP: 92538BAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     28540 | PA      | $27734.80     | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                        | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158425.54    | 0.07%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co.                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       702 | NS      | $55254.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                           | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       282 | NS      | $78875.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                       | AT&T, Inc.                                                                    | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    217000 | PA      | $152237.58    | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD        | GoldenTree Loan Management U.S. CLO 8 Ltd.                                    | CUSIP: 38136NBE5<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $471311.77    | 0.21%             | 2034-10-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings, Inc.                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34072.43     | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                      | Teledyne Technologies, Inc.                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        44 | NS      | $29968.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                    | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       464 | NS      | $80684.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                  | Welltower, Inc.                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      2540 | NS      | $526084.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp.                                                              | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250168.16    | 0.11%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc     | Expeditors International of Washington, Inc.                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        95 | NS      | $13777.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273963.62    | 0.12%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                        | Delta Air Lines Pass-Through Trust                                            | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73825 | PA      | $70774.89     | 0.03%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                        | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC                 | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $162421.25    | 0.07%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                               | Genuine Parts Co.                                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       130 | NS      | $15503.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                       | MSCI, Inc.                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        69 | NS      | $39456.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                     | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |       974 | NS      | $36252.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | Viatris, Inc.                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       798 | NS      | $11914.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                           | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4237 | NS      | $905277.42    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                    | Jack Henry & Associates, Inc.                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3448 | NS      | $560162.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                      | Pool Corp.                                                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        32 | NS      | $7269.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                    | American Water Works Co., Inc.                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       293 | NS      | $39856.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418TK89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2775 | PA      | $2863.93      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                     | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1184 | NS      | $588246.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     10000 | PA      | $10218.00     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1249 | NS      | $78861.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                     | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       234 | NS      | $14409.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp.                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103221.25    | 0.05%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       456 | NS      | $120830.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34844.04     | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1409 | NS      | $350037.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty. Ltd.                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15448.62     | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                       | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.             | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    185000 | PA      | $183204.91    | 0.08%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       541 | NS      | $184513.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                        | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $-144713.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10480.91     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                     | NetApp, Inc.                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       148 | NS      | $14656.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP/Icahn Enterprises Finance Corp.                          | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49417.45     | 0.02%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                        | VistaJet Malta Finance PLC/Vista Management Holding, Inc.                     | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     41000 | PA      | $42287.73     | 0.02%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3469 | NS      | $1017353.63   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                    | Aker BP ASA                                                                   | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $146182.63    | 0.07%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp.                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    239000 | PA      | $144269.68    | 0.06%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service, Inc.                                                   | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39373.34     | 0.02%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4314 | NS      | $805984.62    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                  | Advanced Drainage Systems, Inc.                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      4883 | NS      | $836653.22    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                             | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        49 | NS      | $41160.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                            | Buckeye Partners LP                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22825.59     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35912.98     | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp.                                                          | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110045.94    | 0.05%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                          | Freedom Mortgage Holdings LLC                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50720.98     | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan, Inc.                                                           | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168084.87    | 0.07%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp           | International Business Machines Corp.                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       748 | NS      | $179677.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                    | Pentair PLC                                                                   | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       115 | NS      | $11406.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                             | Valero Energy Corp.                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       210 | NS      | $42974.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                     | AbbVie, Inc.                                                                  | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177111.31    | 0.08%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                  | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       965 | NS      | $140947.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                               | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11140 | NS      | $907353.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152710.18    | 0.07%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                            | Northern Trust Corp.                                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       185 | NS      | $26471.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                      | News Corp.                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       227 | NS      | $5513.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp.                                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       207 | NS      | $41029.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                            | Axon Enterprise, Inc.                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44570.32     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                    | Revvity, Inc.                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        62 | NS      | $6095.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                       | Blue Owl Technology Finance Corp.                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171020.41    | 0.08%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment, Inc.                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25404.93     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co. LLC                                               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31960.28     | 0.01%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38518.41     | 0.02%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                             | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     16014 | NS      | $1501632.78   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128KQV86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29467 | PA      | $30840.96     | 0.01%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       175 | NS      | $54561.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                        | Howard Midstream Energy Partners LLC                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $112918.71    | 0.05%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                          | Transocean Aquila Ltd.                                                        | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     14462 | PA      | $14837.50     | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -850000 | PA      | $-801431.85   | -0.36%            | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp.                                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    120000 | PA      | $74715.81     | 0.03%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos., Inc.                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256488.50    | 0.11%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills, Inc.                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       127 | NS      | $5744.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                  | DR Horton, Inc.                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       193 | NS      | $30955.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | Paychex, Inc.                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       240 | NS      | $22476.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                  | Interactive Brokers Group, Inc.                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       384 | NS      | $27336.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp.                                                                  | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170191.24    | 0.08%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita, Inc.                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25977.15     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41538.30     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group, Inc.                                                           | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99484.51     | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                        | SLB Ltd.                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1068 | NS      | $54831.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDUSTRIES                              | Amsted Industries, Inc.                                                       | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89374.55     | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                    | Zscaler, Inc.                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2562 | NS      | $376588.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    725000 | PA      | $743606.44    | 0.33%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1034 | NS      | $239970.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | Tractor Supply Co.                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       443 | NS      | $22965.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                  | Universal Health Services, Inc.                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        45 | NS      | $9274.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                      | Ball Corp.                                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       420 | NS      | $28194.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       176 | NS      | $71779.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                 | Air Products & Chemicals, Inc.                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       346 | NS      | $95381.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia                                                           | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98399.96     | 0.04%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd        | Seagate Data Storage Technology Pte. Ltd.                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     25000 | PA      | $26378.98     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128MJ2F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78555 | PA      | $72686.13     | 0.03%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc.                                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150037.31    | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp.                            | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100221.29    | 0.04%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp.                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156831.82    | 0.07%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                               | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225983.37    | 0.10%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $255097.66    | 0.11%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co.                                                          | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99038.54     | 0.04%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust                                                       | CUSIP: 33849NAB1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    107531 | PA      | $103591.34    | 0.05%             | 2048-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       219 | NS      | $114123.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp.                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        73 | NS      | $73787.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |        90 | NS      | $19412.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                              | Everest Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        36 | NS      | $12077.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                          | Uber Technologies, Inc.                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1576 | NS      | $118861.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                   | Teradyne, Inc.                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       123 | NS      | $39363.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418CMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30716 | PA      | $30927.00     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        48 | NC      | $192840.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO                                  | J.M. Smucker Co.                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109147.25    | 0.05%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J.M. Smucker Co.                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109733.16    | 0.05%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp            | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       354 | NS      | $22808.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                     | Masco Corp.                                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       155 | NS      | $11101.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XLDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675466 | PA      | $591721.42    | 0.26%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay, Inc.                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       363 | NS      | $32982.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                           | WEC Energy Group, Inc.                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       470 | NS      | $54971.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       407 | NS      | $50500.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                         | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       263 | NS      | $26339.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                 | Sabre GLBL, Inc.                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     26000 | PA      | $18964.94     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47693.37     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 3M Co                                          | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       403 | NS      | $66623.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                       | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      6083 | NS      | $378240.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                       | Agilent Technologies, Inc.                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       162 | NS      | $19663.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FINANCE LTD                               | GGAM Finance Ltd.                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $149360.88    | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      7051 | NS      | $860715.57    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -950000 | PA      | $-923907.30   | -0.41%            | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp.                                     | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159066.04    | 0.07%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24925.52     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds          | Mexico Government International Bonds                                         | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $196810.00    | 0.09%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALPINE LLC                                    | Calpine LLC                                                                   | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76971.47     | 0.03%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                            | NOVA Chemicals Corp.                                                          | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11515.68     | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    745267 | NS      | $745267.25    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Yards                                   | Hudson Yards Mortgage Trust                                                   | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $515874.06    | 0.23%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                          | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3146 | NS      | $1297316.02   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                          | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2219 | NS      | $680944.53    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                           | Williams Cos., Inc.                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       874 | NS      | $65305.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310011.89    | 0.14%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                    | Snap-on, Inc.                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        38 | NS      | $14638.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                  | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1518 | NS      | $167268.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3875000 | PA      | $3936767.50   | 1.75%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp.                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $27001.40     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                      | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       309 | NS      | $105325.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       279 | NS      | $23795.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The           | PNC Financial Services Group, Inc.                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       350 | NS      | $74322.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                             | Cooper Cos., Inc.                                                             | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      8797 | NS      | $736044.99    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CCG Receivables Trust                          | CCG Receivables Trust                                                         | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266372 | PA      | $268624.19    | 0.12%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       194 | NS      | $69267.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                          | Robinhood Markets, Inc.                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       656 | NS      | $49757.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2950000 | PA      | $-3026700.00  | -1.35%            | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       856 | NS      | $71356.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands, Inc.                                                           | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27249.56     | 0.01%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp.                                                              | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111349.58    | 0.05%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC/ARU Finance Corp.                         | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87253.87     | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                     | DaVita, Inc.                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        40 | NS      | $6252.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                     | Viasat, Inc.                                                                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65111.48     | 0.03%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                             | Regal Rexnord Corp.                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163098.86    | 0.07%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                  | Mosaic Co.                                                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       523 | NS      | $14560.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                             | First Horizon Corp.                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     37512 | NS      | $892410.48    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                   | Allegion PLC                                                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        79 | NS      | $12730.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2825 | NS      | $87462.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                   | State Street Institutional U.S. Government Money Market Fund , 3.629%         | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   4890581 | NS      | $4890581.16   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                             | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       336 | NS      | $41418.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                    | Invesco Ltd.                                                                  | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       391 | NS      | $10267.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co.                                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219467.37    | 0.10%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp.                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       234 | NS      | $43708.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                  | Marriott International, Inc.                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       165 | NS      | $56385.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                   | Moody's Corp.                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       132 | NS      | $63041.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                         | Jones Lang LaSalle, Inc.                                                      | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213848.08    | 0.10%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                       | Fox Corp.                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       199 | NS      | $11211.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines, Inc.                                                         | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100470.08    | 0.04%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                       | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1048 | NS      | $40851.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp.                                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1486 | NS      | $73512.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                       | Macquarie Airfinance Holdings Ltd.                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     33000 | PA      | $35606.74     | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                     | Carvana Co.                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       115 | NS      | $38428.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                     | Nucor Corp.                                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       356 | NS      | $62969.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE CAPITAL INTL FUNDING                        | GE Capital International Funding Co. Unlimited Co.                            | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197468.24    | 0.09%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese U.S. Holdings LLC                                                    | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    215000 | PA      | $227278.50    | 0.10%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                        | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    200000 | PA      | $206310.47    | 0.09%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                    | Cintas Corp.                                                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $50282.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       745 | NS      | $72756.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                  | CME Group, Inc.                                                               | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150010.94    | 0.07%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                            | Paycom Software, Inc.                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        41 | NS      | $5159.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Truist Financial Corp                          | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1098 | NS      | $54142.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                          | Directv Financing LLC/Directv Financing Co-Obligor, Inc.                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13296.04     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain, Inc.                                                           | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     55000 | PA      | $54867.58     | 0.02%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                    | Corteva, Inc.                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1057 | NS      | $84686.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                                    | McAfee Corp.                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    134000 | PA      | $109638.06    | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co.                                                  | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80362.94     | 0.04%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                     | Advanced Micro Devices, Inc.                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      6619 | NS      | $1325189.99   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                   | Huntington Bancshares, Inc.                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1316 | NS      | $22108.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy, Inc.                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       577 | NS      | $17650.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust                                              | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $291235.59    | 0.13%             | 2035-09-14      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo, Inc.                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       240 | NS      | $40737.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3875000 | PA      | $3938588.75   | 1.76%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                      | Gates Industrial Corp. PLC                                                    | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     30833 | NS      | $850065.81    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       723 | NS      | $153355.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                  | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       305 | NS      | $97447.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                       | Super Micro Computer, Inc.                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       455 | NS      | $14737.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KNIFE RIVER CORP                               | Knife River Corp.                                                             | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46913.63     | 0.02%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                            | Vulcan Materials Co.                                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2215 | NS      | $686650.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                                                           | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2900000 | PA      | $2872949.99   | 1.28%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                            | PayPal Holdings, Inc.                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       733 | NS      | $33871.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                          | Directv Financing LLC/Directv Financing Co-Obligor, Inc.                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7008.13      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix, Inc.                                                                 | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103031.54    | 0.05%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                   | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       252 | NS      | $11309.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                          | Dell Technologies, Inc.                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       246 | NS      | $36427.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP/PAA Finance Corp.                             | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208877.01    | 0.09%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21395 | NS      | $6670105.20   | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems, Inc.                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48643.22     | 0.02%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -10 | NC      | $-5015.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                       | Estee Lauder Cos., Inc.                                                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        37 | NS      | $4050.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70447.46     | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       271 | NS      | $41823.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                       | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       438 | NS      | $32692.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31416XSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9780 | PA      | $9730.73      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust                                              | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    391731 | PA      | $386348.10    | 0.17%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                   | Prologis, Inc.                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      5108 | NS      | $728247.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31390MGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36969 | PA      | $39116.93     | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $114833.30    | 0.05%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2950000 | PA      | $3025992.00   | 1.35%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Partners XV Ltd.                                                   | CUSIP: 67707BAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250549.50    | 0.11%             | 2037-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa, Inc.                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1426 | NS      | $456519.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                  | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1086 | NS      | $23316.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1603 | NS      | $156100.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing LLC                                                | CUSIP: 29375RAB2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     29485 | PA      | $29557.91     | 0.01%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis, Inc.                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       257 | NS      | $33692.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                 | NRG Energy, Inc.                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       283 | NS      | $50645.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp.                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      8758 | NS      | $673052.30    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       121 | NS      | $11911.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co.                                                              | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187529.55    | 0.08%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140H2Z43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51536 | PA      | $49199.42     | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                  | Westlake Corp.                                                                | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      5356 | NS      | $564415.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCENTURE CAPITAL INC                          | Accenture Capital, Inc.                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98922.60     | 0.04%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                      | Archer-Daniels-Midland Co.                                                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        78 | NS      | $5385.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        16 | NC      | $5225.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                     | ResMed, Inc.                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        84 | NS      | $21525.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health, Inc.                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       129 | NS      | $41280.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       126 | NS      | $14409.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp.                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1030 | NS      | $240906.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       728 | NS      | $47509.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       195 | NS      | $44266.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        96 | NS      | $16809.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $233625.13    | 0.10%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                          | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $228211.24    | 0.10%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                    | Raymond James Financial, Inc.                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       165 | NS      | $25258.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | Biogen, Inc.                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        87 | NS      | $16688.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                      | Block, Inc.                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       476 | NS      | $30321.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                     | Fiserv, Inc.                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       455 | NS      | $28341.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       572 | NS      | $42751.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co.                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       411 | NS      | $68719.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                       | Perrigo Finance Unlimited Co.                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     15000 | PA      | $14677.14     | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc                         | TKO Group Holdings, Inc.                                                      | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $10521.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                        | Akamai Technologies, Inc.                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        91 | NS      | $8953.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp.                                                               | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142559.83    | 0.06%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                              | Amsted Industries, Inc.                                                       | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59366.89     | 0.03%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105393.71    | 0.05%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp                        | Paramount Skydance Corp.                                                      | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       193 | NS      | $2607.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                       | EQT Corp.                                                                     | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149554.06    | 0.07%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                           | Generac Holdings, Inc.                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        56 | NS      | $12620.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC                             | ABIOMED, Inc.                                                                 | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |        76 | NS      | $127.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       238 | NS      | $30611.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp.                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       155 | NS      | $102002.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust        | Hyundai Auto Lease Securitization Trust                                       | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $279224.52    | 0.12%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp.                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170759.10    | 0.08%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55612.24     | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.                           | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148160.69    | 0.07%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                 | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       422 | NS      | $111648.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                  | Old Dominion Freight Line, Inc.                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       146 | NS      | $29645.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                             | BMO Mortgage Trust                                                            | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $518878.35    | 0.23%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $117945.11    | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                       | Smyrna Ready Mix Concrete LLC                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     78000 | PA      | $82865.95     | 0.04%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     59000 | PA      | $67418.79     | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                     | Hasbro, Inc.                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       116 | NS      | $11552.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       127 | NC      | $69261.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                    | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       106 | NS      | $61890.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36202C6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        61 | PA      | $62.05        | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                    | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       172 | NS      | $23006.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                    | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       193 | NS      | $60015.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                      | IDEX Corp.                                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        60 | NS      | $12568.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                              | Ralph Lauren Corp.                                                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        29 | NS      | $10515.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                    | CDW Corp.                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       106 | NS      | $12999.84     | 0.01%             |  |  |  | No            |                  1 | 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        |     75000 | PA      | $75193.67     | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128MJ2B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77926 | PA      | $72104.27     | 0.03%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                         | Tyler Technologies, Inc.                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        42 | NS      | $14896.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       172 | NS      | $54135.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     15246 | NS      | $5987714.04   | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                       | USA Compression Partners LP/USA Compression Finance Corp.                     | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $188066.24    | 0.08%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                   | Insulet Corp.                                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        50 | NS      | $12330.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                 | A.O. Smith Corp.                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        63 | NS      | $4914.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Align Technology Inc                           | Align Technology, Inc.                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        65 | NS      | $12356.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association, TBA                                 | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    925000 | PA      | $889548.45    | 0.40%             | 2056-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                           | Targa Resources Corp.                                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       136 | NS      | $32068.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80375.67     | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31417KTY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5320 | PA      | $5582.96      | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                          | Bread Financial Holdings, Inc.                                                | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60144.22     | 0.03%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                          | Becton Dickinson & Co.                                                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       172 | NS      | $30354.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                      | Future                                                                        | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCR              |  | US        |       -46 | NC      | $932.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos., Inc.                                                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $61705.98     | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    111000 | PA      | $116237.87    | 0.05%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree, Inc.                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        36 | NS      | $4553.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                        | Comfort Systems USA, Inc.                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        24 | NS      | $34304.88     | 0.02%             |  |  |  | No            |                  1 | 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        |    130000 | PA      | $122277.39    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3150000 | PA      | $-3116115.45  | -1.39%            | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                      | Packaging Corp. of America                                                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       138 | NS      | $32035.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                             | IQVIA Holdings, Inc.                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       101 | NS      | $18059.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                             | Regal Rexnord Corp.                                                           | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      5262 | NS      | $1162796.76   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                            | Axon Enterprise, Inc.                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        62 | NS      | $33628.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                  | Intercontinental Exchange, Inc.                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       486 | NS      | $79767.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                      | Olin Corp.                                                                    | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269796.66    | 0.12%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials, Inc.                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3097 | NS      | $1153013.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                       | Prime Healthcare Services, Inc.                                               | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66850.08     | 0.03%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                      | Occidental Petroleum Corp.                                                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     15992 | NS      | $848855.36    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                             | Trade Desk, Inc.                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       427 | NS      | $10171.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      9127 | NS      | $671199.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                        | Rockwell Automation, Inc.                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        81 | NS      | $33003.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131467 | PA      | $121757.94    | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                    | Moderna, Inc.                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       196 | NS      | $10499.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Energy Corp                      | Constellation Energy Corp.                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       454 | NS      | $149765.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES LLC                        | Kodiak Gas Services LLC                                                       | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181462.93    | 0.08%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                                                           | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3080000 | PA      | $3063777.84   | 1.37%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       201 | NS      | $77879.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                | Star Parent, Inc.                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64957.76     | 0.03%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| iShares Russell Mid-Cap ETF                    | iShares Russell Mid-Cap ETF                                                   | CUSIP: 464287499<br>LEI: 549300RVM4H7425YNW89 | Long             | EC               | RF                | US        |     28828 | NS      | $2968995.72   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc              | Huntington Ingalls Industries, Inc.                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        35 | NS      | $15558.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       168 | NS      | $77669.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance U.S., Inc.                                                      | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87573.95     | 0.04%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                   | Newmont Corp.                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1710 | NS      | $222300.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                              | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -40 | NC      | $-186040.58   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                     | Pinnacle West Capital Corp.                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       197 | NS      | $19759.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | Trimble, Inc.                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       183 | NS      | $12237.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                       | Willis Towers Watson PLC                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        88 | NS      | $26854.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTERA SERVICES LLC                            | Artera Services LLC                                                           | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     89000 | PA      | $74401.14     | 0.03%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     57400 | NS      | $10170706.00  | 4.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                | Best Buy Co., Inc.                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       124 | NS      | $7684.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1375 | NS      | $256795.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty. Ltd.                                                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     76000 | PA      | $79587.82     | 0.04%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                            | Williams-Sonoma, Inc.                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        98 | NS      | $20153.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc             | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      5349 | NS      | $771860.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128M8M68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5517 | PA      | $5778.27      | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100026.85    | 0.04%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp.                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120357.96    | 0.05%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103338.87    | 0.05%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                      | Adobe, Inc.                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       333 | NS      | $87382.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       779 | NS      | $16156.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc              | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       157 | NS      | $33202.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                           | Waste Management, Inc.                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3132 | NS      | $754310.88    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                   | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       654 | NS      | $70049.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -8 | NC      | $-7637.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines, Inc.                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284784.88    | 0.13%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                            | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $164627.13    | 0.07%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                    | Hubbell, Inc.                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        48 | NS      | $24558.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                   | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3532 | NS      | $1099970.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co.                                                     | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49688.20     | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80960.74     | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       157 | NS      | $45501.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMYRNA READY MIX CONCRET                       | Smyrna Ready Mix Concrete LLC                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51068.79     | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                  | M&T Bank Corp.                                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       141 | NS      | $30594.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                         | Sempra                                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       951 | NS      | $91552.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive, Inc.                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       617 | NS      | $57923.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                               | W.R. Berkley Corp.                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       257 | NS      | $18426.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       747 | NS      | $59685.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications, Inc.                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37945.98     | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                          | DuPont de Nemours, Inc.                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       661 | NS      | $33076.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                             | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207603.62    | 0.09%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines, Inc.                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103122.25    | 0.05%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                | EMCOR Group, Inc.                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        34 | NS      | $24637.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                             | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     10036 | NS      | $1064217.44   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107008.09    | 0.05%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                          | CNX Midstream Partners LP                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $102402.81    | 0.05%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp.                                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145671.61    | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                      | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       731 | NS      | $371406.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                     | Garmin Ltd.                                                                   | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       126 | NS      | $31856.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                            | Quanta Services, Inc.                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       117 | NS      | $65880.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                    | Target Corp.                                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        74 | NS      | $8420.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                    | Gartner, Inc.                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        52 | NS      | $8174.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                        | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101634.08    | 0.05%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                       | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4819 | NS      | $899900.06    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                  | Principal Financial Group, Inc.                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       180 | NS      | $17175.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5778 | NS      | $739295.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2311569.00   | 1.03%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co.                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       681 | NS      | $55542.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | Fortinet, Inc.                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       481 | NS      | $38013.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                       | Lyft, Inc.                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     15328 | NS      | $212139.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                    | GoDaddy, Inc.                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       130 | NS      | $11330.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158392.22    | 0.07%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications, Inc.                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20544.06     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP/MPT Finance Corp.                                | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |     56000 | PA      | $54868.97     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $-8210.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                           | ARES Management Corp.                                                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       164 | NS      | $18369.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp.                                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42707.46     | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                     | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       153 | NS      | $13232.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                     | Airbnb, Inc.                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       313 | NS      | $42289.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                     | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       389 | NS      | $49049.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3065 | NS      | $467412.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $157529.89    | 0.07%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning, Inc.                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       616 | NS      | $92634.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $801235.50    | 0.36%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                         | Franklin Resources, Inc.                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       218 | NS      | $5785.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                | Sandisk Corp.                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $69254.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                | CMS Energy Corp.                                                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       422 | NS      | $32945.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                         | Energizer Holdings, Inc.                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    121000 | PA      | $117538.72    | 0.05%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93437.59     | 0.04%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | LifePoint Health, Inc.                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81459.15     | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                        | Zebra Technologies Corp.                                                      | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33824.08     | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46350.68     | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                             | Steel Dynamics, Inc.                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       205 | NS      | $39591.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                         | Darden Restaurants, Inc.                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        87 | NS      | $18604.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co.                                                            | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41809.41     | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                       | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.     | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $88448.86     | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    209000 | PA      | $186635.14    | 0.08%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052623<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3875000 | PA      | $-3938588.75  | -1.76%            | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                      | Palantir Technologies, Inc.                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1854 | NS      | $254350.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31419AGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19353 | PA      | $19256.28     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                         | Marvell Technology, Inc.                                                      | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |      5457 | NS      | $445782.33    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                        | Consolidated Edison, Inc.                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       543 | NS      | $61098.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co.                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    200000 | PA      | $181184.87    | 0.08%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945000 | PA      | $949651.18    | 0.42%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $-3066.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $801431.85    | 0.36%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                         | Cloud Software Group, Inc.                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115551.40    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                            | NOVA Chemicals Corp.                                                          | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42494.28     | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                              | Lithia Motors, Inc.                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73100.05     | 0.03%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife, Inc.                                                                 | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110457.81    | 0.05%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co.                                                              | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200453.40    | 0.09%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp.                                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96196.43     | 0.04%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                  | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        95 | NS      | $64274.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                | TJX Cos., Inc.                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       839 | NS      | $135632.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                    | Incyte Corp.                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       113 | NS      | $11443.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                        | Texas Pacific Land Corp.                                                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $19398.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | Monster Beverage Corp.                                                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       103 | NS      | $8785.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP/Antero Midstream Finance Corp.                   | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37007.36     | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4141 | NS      | $2090997.95   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial, Inc.                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104278.50    | 0.05%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418EUP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509533 | PA      | $496061.23    | 0.22%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co.                                                               | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102411.42    | 0.05%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                   | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2959 | NS      | $522174.73    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $239891.60    | 0.11%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                 | Hershey Co.                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        22 | NS      | $5198.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co.                                                                 | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91634.59     | 0.04%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC               | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       428 | NS      | $812408.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                       | Blue Owl Technology Finance Corp.                                             | CUSIP: 095924AC0<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95521.65     | 0.04%             | 2031-01-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group, Inc.                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19688.46     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America, Inc.                                            | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61807.34     | 0.03%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $330494.24    | 0.15%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                            | TransDigm Group, Inc.                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $56019.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                    | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     13523 | NS      | $1301453.52   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                     | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       217 | NS      | $65403.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg Emerging Markets Local Bond ETF | SPDR Bloomberg Emerging Markets Local Bond ETF                                | CUSIP: 78464A391<br>LEI: 549300UZIXAGB0EPMT96 | Long             | EC               | RF                | US        |    469988 | NS      | $10283337.44  | 4.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                         | Intuitive Surgical, Inc.                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       206 | NS      | $103723.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36202DAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       141 | PA      | $143.81       | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                              | Bristow Group, Inc.                                                           | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208000.00    | 0.09%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works, Inc.                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83987.02     | 0.04%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                        | Southwestern Electric Power Co.                                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66502.60     | 0.03%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                       | Teachers Insurance & Annuity Association of America                           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41903.22     | 0.02%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                   | Xylem, Inc.                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       169 | NS      | $21895.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                     | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       403 | NS      | $124265.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                 | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3253 | NS      | $1682484.13   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                          | Republic Services, Inc.                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       151 | NS      | $34579.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5449 | NS      | $152626.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                          | Southwest Airlines Co.                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       408 | NS      | $20098.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY LTD                                    | Academy Ltd.                                                                  | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45170.96     | 0.02%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                   | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      9815 | NS      | $3136383.25   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications, Inc.                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66521.39     | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    590000 | PA      | $591345.32    | 0.26%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen, Inc.                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       314 | NS      | $121882.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      5698 | NS      | $283931.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391652 | PA      | $327381.68    | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd             | Norwegian Cruise Line Holdings Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       360 | NS      | $8924.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                       | Archrock Partners LP/Archrock Partners Finance Corp.                          | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11008.58     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F012635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1325000 | PA      | $1051119.85   | 0.47%             | 2056-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                         | Patrick Industries, Inc.                                                      | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68817.17     | 0.03%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97914.62     | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156453 | PA      | $1015588.30   | 0.45%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                      | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3638 | NS      | $1464331.38   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1314 | NS      | $71823.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Squaretwo Financial Corp                       | SquareTwo Financial Corp.                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     35000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Campbell's Company/The                         | Campbell's Co.                                                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       156 | NS      | $4204.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp.                                                                 | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46624.94     | 0.02%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC/Avis Budget Finance, Inc.                          | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10087.50     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | LifePoint Health, Inc.                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $82156.46     | 0.04%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot, Inc.                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       755 | NS      | $287443.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications, Inc.                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63001.21     | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                     | HEICO Corp.                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209916.53    | 0.09%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                            | Alliant Energy Corp.                                                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       339 | NS      | $24523.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68523.45     | 0.03%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                 | Brink's Co.                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262598.75    | 0.12%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot, Inc.                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107256.34    | 0.05%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp.                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3661 | NS      | $166978.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association, TBA                                 | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475000 | PA      | $476610.25    | 0.21%             | 2056-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                           | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $12432.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         8 | NC      | $1573.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                           | Bank                                                                          | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $315010.33    | 0.14%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric & Gas Co.                                             | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236510.24    | 0.11%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363442 | PA      | $346964.35    | 0.15%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works, Inc.                                                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25472.99     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines, Inc./AAdvantage Loyalty IP Ltd.                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     80000 | PA      | $80904.54     | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36211B4Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146430 | PA      | $153788.75    | 0.07%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                          | HPEFS Equipment Trust                                                         | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $658556.21    | 0.29%             | 2033-03-21      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                     | Evergy, Inc.                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       320 | NS      | $26771.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP/Icahn Enterprises Finance Corp.                          | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4937.20      | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                       | Clear Channel Outdoor Holdings, Inc.                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54797.80     | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                         | Energizer Holdings, Inc.                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178278.30    | 0.08%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                      | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      3232 | NS      | $61408.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                           | Teva Pharmaceutical Finance Netherlands II BV                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118938.69    | 0.05%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                           | Jacobs Solutions, Inc.                                                        | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       107 | NS      | $14751.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    360000 | PA      | $339889.81    | 0.15%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| News Corp                                      | News Corp.                                                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        99 | NS      | $2651.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1014 | NS      | $117978.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       171 | NS      | $66177.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                   | Veralto Corp.                                                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       185 | NS      | $18024.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       318 | NS      | $21976.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                  | Ford Motor Co.                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      2959 | NS      | $41692.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                          | American Airlines, Inc.                                                       | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69303.52     | 0.03%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing LLC                                                | CUSIP: 29375TAB8<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    193469 | PA      | $194220.71    | 0.09%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                         | Clearway Energy Operating LLC                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64787.80     | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                     | Kenvue, Inc.                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       264 | NS      | $5047.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY OHIO INC                           | Duke Energy Ohio, Inc.                                                        | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208682.02    | 0.09%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                   | Apollo Global Management, Inc.                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      5140 | NS      | $537644.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Mortgage Loan Trust                | Residential Mortgage Loan Trust                                               | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       953 | PA      | $948.88       | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                | Match Group, Inc.                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       143 | NS      | $4518.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | Arista Networks, Inc.                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      6683 | NS      | $892180.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $485914.47    | 0.22%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen, Inc.                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157061.20    | 0.07%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG                                                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $148119.96    | 0.07%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                             | Domino's Pizza, Inc.                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        22 | NS      | $8855.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199687.88    | 0.09%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp.                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        97 | NS      | $97890.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                 | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       265 | NS      | $22331.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co.                                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42159.07     | 0.02%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp.                                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1394 | NS      | $59509.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                       | Huntsman International LLC                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    280000 | PA      | $268229.05    | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                     | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        64 | NS      | $20806.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                         | NXP BV/NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $103411.00    | 0.05%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249861.14    | 0.11%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     68000 | PA      | $70094.17     | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                              | Kinder Morgan, Inc.                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1382 | NS      | $45979.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                               | Wynn Resorts Ltd.                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        75 | NS      | $8114.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1062009 | PA      | $937423.60    | 0.42%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                      | Cincinnati Financial Corp.                                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       139 | NS      | $22793.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                    | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       255 | NS      | $219190.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                     | Ciena Corp.                                                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       104 | NS      | $36264.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                       | AT&T, Inc.                                                                    | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    180000 | PA      | $190726.48    | 0.09%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238535.38    | 0.11%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                    | Rollins, Inc.                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       203 | NS      | $12360.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp.                                                                 | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39394.65     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2252 | NS      | $153316.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                 | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       828 | NS      | $89432.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                         | CenterPoint Energy, Inc.                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       939 | NS      | $40846.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     30000 | PA      | $31285.40     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                     | Sysco Corp.                                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        65 | NS      | $5925.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97698.14     | 0.04%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                                                           | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1488248.75   | 0.66%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     25000 | PA      | $26324.90     | 0.01%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                   | FactSet Research Systems, Inc.                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        32 | NS      | $6937.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity National Information Services Inc     | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       392 | NS      | $19976.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                              | Erie Indemnity Co.                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        26 | NS      | $7005.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies, Inc.                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150434.85    | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co.                                                             | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152439.06    | 0.07%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                        | Sherwin-Williams Co.                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       354 | NS      | $128356.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                     | Dexcom, Inc.                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      6475 | NS      | $475459.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FIN IV                              | Teva Pharmaceutical Finance Netherlands IV BV                                 | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $233343.00    | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6231 | PA      | $6428.43      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co.                                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       826 | NS      | $35972.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                   | NiSource, Inc.                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       662 | NS      | $31312.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                               | FirstEnergy Corp.                                                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       734 | NS      | $37551.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                            | General Electric Co.                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       787 | NS      | $269358.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC/ARU Finance Corp.                         | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51944.85     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62049 | PA      | $57531.04     | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APA Corp                                       | APA Corp.                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       209 | NS      | $6347.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                          | Ahead DB Holdings LLC                                                         | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43526.72     | 0.02%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KBR INC                                        | KBR, Inc.                                                                     | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40464.77     | 0.02%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                     | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       191 | NS      | $120274.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                            | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75051.38     | 0.03%             | 2066-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp.                                              | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84596.28     | 0.04%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       392 | NS      | $139469.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                        | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1405 | NS      | $133756.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                    | MetLife, Inc.                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       476 | NS      | $34305.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works, Inc.                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       186 | NS      | $54057.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International                                                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       139 | NS      | $5123.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                      | Aflac, Inc.                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       382 | NS      | $43139.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                        | VistaJet Malta Finance PLC/Vista Management Holding, Inc.                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     90000 | PA      | $90220.95     | 0.04%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       564 | NS      | $42982.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                         | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        40 | NS      | $10854.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2310304.00   | 1.03%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp.                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1137 | NS      | $148776.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                       | Transocean Titan Financing Ltd.                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     59924 | PA      | $61257.77     | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4980 | NS      | $3227936.40   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                     | Pfizer, Inc.                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3360 | NS      | $92904.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                   | VeriSign, Inc.                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        60 | NS      | $13676.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                | Ross Stores, Inc.                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       243 | NS      | $49970.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | Bio-Techne Corp.                                                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       124 | NS      | $7316.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lululemon Athletica Inc                        | Lululemon Athletica, Inc.                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        76 | NS      | $14072.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                    | Ameren Corp.                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       423 | NS      | $47917.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                | First Solar, Inc.                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        86 | NS      | $16959.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26093.68     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                     | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3260 | NS      | $163456.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $-5881.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                          | Molina Healthcare, Inc.                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        42 | NS      | $6470.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      7076 | NS      | $1028850.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                      | Block, Inc.                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22632.70     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                       | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       996 | NS      | $201809.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                             | Voya Financial, Inc.                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     10349 | NS      | $692141.12    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                      | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       333 | NS      | $28794.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association, TBA                                 | CUSIP: 21H030633<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1525000 | PA      | $1398469.23   | 0.62%             | 2056-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp.                                         | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $189813.29    | 0.08%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                       | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.     | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40809.15     | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                              | CF Industries, Inc.                                                           | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203679.68    | 0.09%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                   | KKR & Co., Inc.                                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       583 | NS      | $51117.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                 | Globe Life, Inc.                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        84 | NS      | $12201.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $920915.75    | 0.41%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                            | Avery Dennison Corp.                                                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        98 | NS      | $19242.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JERROLD FINCO PLC                              | Jerrold Finco PLC                                                             | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $139166.34    | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                              | Brown & Brown, Inc.                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       261 | NS      | $18745.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                  | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3872 | NS      | $880996.16    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS                        | FTAI Aviation Investors LLC                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379960.29    | 0.17%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       108 | NC      | $651683.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29840 | PA      | $27731.78     | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands, Inc.                                                           | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4451.04      | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                   | Autodesk, Inc.                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       169 | NS      | $41552.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                          | Directv Financing LLC                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $131151.04    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                       | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       200 | NS      | $74396.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                        | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       182 | NS      | $61055.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust                                        | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44048 | PA      | $44069.41     | 0.02%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                       | Fox Corp.                                                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        92 | NS      | $4759.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                 | GE Vernova, Inc.                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       206 | NS      | $179961.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                 | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       629 | NS      | $71309.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                       | LCM Investments Holdings II LLC                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43095.72     | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                | Gen Digital, Inc.                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       471 | NS      | $10630.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                              | Nexstar Media, Inc.                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44779.54     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com, Inc.                                                              | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $90864.15     | 0.04%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                              | Allstate Corp.                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       222 | NS      | $47623.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                 | Solventum Corp.                                                               | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        82 | NS      | $6084.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174405.41    | 0.08%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion U.S. Holding Co., Inc.                                               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158396.85    | 0.07%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                     | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       114 | NS      | $25707.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health, Inc.                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       136 | NS      | $31175.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                    | Cencora, Inc.                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       108 | NS      | $40191.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                   | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $47327.35     | 0.02%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                      | Amcor PLC                                                                     | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |       755 | NS      | $36564.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury                         | U.S. Treasury Bills                                                           | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1200000 | PA      | $1194567.00   | 0.53%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita, Inc.                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102787.28    | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap, Inc.                                                                    | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44820.88     | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems, Inc.                                                           | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103792.46    | 0.05%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    464268 | PA      | $468773.91    | 0.21%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     89000 | PA      | $94035.98     | 0.04%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                            | Carrier Global Corp.                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       553 | NS      | $35613.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies, Inc.                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2141 | NS      | $748771.93    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                              | Devon Energy Corp.                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     18129 | NS      | $789155.37    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV                                                  | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       424 | NS      | $24388.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines, Inc./AAdvantage Loyalty IP Ltd.                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     22167 | PA      | $22196.85     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                         | Skyworks Solutions, Inc.                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       146 | NS      | $8698.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                               | Altria Group, Inc.                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       311 | NS      | $21471.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                       | Transocean International Ltd.                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      3500 | PA      | $3661.88      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                         | Palo Alto Networks, Inc.                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       624 | NS      | $92926.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                         | Goodyear Tire & Rubber Co.                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190820.76    | 0.09%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp.                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       857 | NS      | $84003.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                            | TE Connectivity PLC                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       237 | NS      | $54545.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                  | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100669.50    | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $133290.35    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3510 | NS      | $529132.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                 | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        36 | NS      | $8402.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       351 | NS      | $21126.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       223 | NS      | $37499.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust            | Citigroup Commercial Mortgage Trust                                           | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $350747.74    | 0.16%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    118000 | PA      | $124159.84    | 0.06%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                          | Qnity Electronics, Inc.                                                       | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       143 | NS      | $18126.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                  | Live Nation Entertainment, Inc.                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       133 | NS      | $21564.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     53000 | PA      | $57437.48     | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Datadog Inc                                    | Datadog, Inc.                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       280 | NS      | $31348.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings, Inc.                                                         | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47693.56     | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                 | Future                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        29 | NC      | $1052204.83   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM POWER OPERATIN                       | TerraForm Power Operating LLC                                                 | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94830.22     | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                  | PRA Group, Inc.                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35267.21     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | LifePoint Health, Inc.                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15645.06     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                 | PulteGroup, Inc.                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $20717.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GRP/JSG FIN                        | Jane Street Group/JSG Finance, Inc.                                           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $125887.34    | 0.06%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc         | International Flavors & Fragrances, Inc.                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     11692 | NS      | $961433.16    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms, Inc.                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47206.74     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The               | Bank of New York Mellon Corp.                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       582 | NS      | $69316.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC, Inc.                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        94 | NS      | $14719.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1028 | NS      | $171172.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                  | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       749 | NS      | $23630.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANC                       | LYB International Finance II BV                                               | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $149426.04    | 0.07%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                | Ulta Beauty, Inc.                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        34 | NS      | $23282.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46223.15     | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese U.S. Holdings LLC                                                    | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263554.25    | 0.12%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                             | Ingersoll Rand, Inc.                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     14365 | NS      | $1352321.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    216000 | PA      | $197606.94    | 0.09%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QNL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1541645 | PA      | $1346018.50   | 0.60%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar, Inc.                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       349 | NS      | $259247.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp.                                                                  | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69942.58     | 0.03%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                     | CF Industries Holdings, Inc.                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       239 | NS      | $23790.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2028.71      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                   | Monolithic Power Systems, Inc.                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        42 | NS      | $47995.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5822 | NS      | $828819.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                      | Kroger Co.                                                                    | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118620.55    | 0.05%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp.                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94236.17     | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                    | Textron, Inc.                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       116 | NS      | $11443.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust                   | Dell Equipment Finance Trust                                                  | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151923.20    | 0.07%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust                                           | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152182.73    | 0.07%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The               | Hartford Insurance Group, Inc.                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163515.02    | 0.07%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60994 | PA      | $56601.31     | 0.03%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | Nabors Industries, Inc.                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38906.61     | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                   | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        13 | NS      | $48822.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                          | ON Semiconductor Corp.                                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       304 | NS      | $20209.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        81 | NS      | $38079.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                             | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        93 | NS      | $49262.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137553 | PA      | $125765.40    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One         | Liberty Media Corp.-Liberty Formula One                                       | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5496 | NS      | $503378.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                       | Bio-Rad Laboratories, Inc.                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2888 | NS      | $804134.72    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                            | Otis Worldwide Corp.                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       288 | NS      | $26657.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                       | KLA Corp.                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       107 | NS      | $163126.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp.                                                                | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106228.59    | 0.05%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                     | Copart, Inc.                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       643 | NS      | $24491.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                   | AES Corp.                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       936 | NS      | $16174.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp.                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1181 | NS      | $855492.78    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FINANCE LTD                               | GGAM Finance Ltd.                                                             | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $101025.00    | 0.05%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The               | Hartford Insurance Group, Inc.                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       225 | NS      | $31686.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | Diamondback Energy, Inc.                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       129 | NS      | $22456.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151745.32    | 0.07%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                        | NVR, Inc.                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         2 | NS      | $15035.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE BIDCO PLC                             | Pinnacle Bidco PLC                                                            | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $123427.24    | 0.06%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Centragas                                      | CENT                                                                          | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512465.30    | 0.23%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                            | Electronic Arts, Inc.                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       189 | NS      | $37907.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                  | McKesson Corp.                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        72 | NS      | $71090.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     11000 | PA      | $11395.34     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                        | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63501.89     | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                               | FirstEnergy Corp.                                                             | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66852.29     | 0.03%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                         | Regions Financial Corp.                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       655 | NS      | $18228.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences, Inc.                                                         | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45799.01     | 0.02%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                           | Verisk Analytics, Inc.                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       102 | NS      | $21172.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                     | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        67 | NS      | $12766.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INCORPORATED                              | ASGN, Inc.                                                                    | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    361000 | PA      | $350059.75    | 0.16%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                   | Tapestry, Inc.                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       153 | NS      | $23786.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                       | Penske Truck Leasing Co. LP/PTL Finance Corp.                                 | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156370.78    | 0.07%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                      | Keysight Technologies, Inc.                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       132 | NS      | $40567.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                  | Kroger Co.                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        92 | NS      | $6278.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                         | Brundage-Bone Concrete Pumping Holdings, Inc.                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5093.34      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                           | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199765.19    | 0.09%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68622.31     | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                   | United Airlines Holdings, Inc.                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       223 | NS      | $23704.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INTL INC                        | Light & Wonder International, Inc.                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69847.50     | 0.03%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association, TBA                                 | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $395184.00    | 0.18%             | 2056-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier, Inc.                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10639.13     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                   | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       165 | NS      | $9768.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150673.20    | 0.07%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                   | Synopsys, Inc.                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       148 | NS      | $61272.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co.                                                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $125414.01    | 0.06%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     30740 | NS      | $8120893.20   | 3.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                          | Freedom Mortgage Holdings LLC                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    156000 | PA      | $162938.88    | 0.07%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                   | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       367 | NS      | $77304.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                          | Reynolds American, Inc.                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73865.07     | 0.03%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36178GFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19901 | PA      | $19710.92     | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                                                           | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4987788.20   | 2.22%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     67000 | PA      | $70475.22     | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock PLC                           | Smurfit Westrock PLC                                                          | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       779 | NS      | $36620.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier, Inc.                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $202251.26    | 0.09%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group, Inc.                                                 | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388777.49    | 0.17%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Swap                                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2970000 | OU      | $200656.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                          | AAR Escrow Issuer LLC                                                         | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144334.82    | 0.06%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                       | Lennox International, Inc.                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        25 | NS      | $14248.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                  | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        59 | NS      | $46118.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2950000 | PA      | $3026700.00   | 1.35%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                        | Cboe Global Markets, Inc.                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        93 | NS      | $27873.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                       | Builders FirstSource, Inc.                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       104 | NS      | $10846.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Klarna Group PLC                               | Klarna Group PLC                                                              | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |      6417 | NS      | $87014.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                           | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47387.85     | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                        | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.                         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41109.70     | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple, Inc.                                                                   | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137145.43    | 0.06%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                       | Blue Owl Technology Finance Corp.                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124507.30    | 0.06%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services, Inc.                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89385.73     | 0.04%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                           | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       305 | NS      | $80071.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                  | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       979 | NS      | $425639.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                  | Automatic Data Processing, Inc.                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       303 | NS      | $64951.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust                                        | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151898.58    | 0.07%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial, Inc.                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       303 | NS      | $29809.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan, Inc.                                                           | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151187.17    | 0.07%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp.                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87306.99     | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer, Inc.                                                                  | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $326166.28    | 0.15%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                     | Nasdaq, Inc.                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       364 | NS      | $31879.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $474840.84    | 0.21%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd.                                                               | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $88729.86     | 0.04%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                           | Oceaneering International, Inc.                                               | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172967.42    | 0.08%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80721 | PA      | $74907.57     | 0.03%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                          | Gildan Activewear, Inc.                                                       | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151667.35    | 0.07%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394151 | PA      | $329749.08    | 0.15%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59099 | PA      | $58072.62     | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57649.93     | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3150000 | PA      | $3116115.45   | 1.39%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                | WW Grainger, Inc.                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        34 | NS      | $38920.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands, Inc.                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25076.68     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                    | Equifax, Inc.                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        94 | NS      | $19642.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment, Inc.                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53763.40     | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       724 | NS      | $35816.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                         | Discovery Global Holdings, Inc.                                               | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133564.95    | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                            | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46138.27     | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                | T-Mobile U.S., Inc.                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4546 | NS      | $986891.14    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp.                                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        58 | NS      | $6463.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc               | Mettler-Toledo International, Inc.                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        13 | NS      | $17766.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                          | Travelers Cos., Inc.                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       184 | NS      | $56789.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                     | Charter Communications, Inc.                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        66 | NS      | $15485.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                           | Deckers Outdoor Corp.                                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        99 | NS      | $11609.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                             | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     26680 | NS      | $656594.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp.                                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    243000 | PA      | $244886.41    | 0.11%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $349656.01    | 0.16%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp. Ltd.                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    131000 | PA      | $134908.39    | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp.                                                                 | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    484000 | PA      | $484987.84    | 0.22%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                            | Delta Air Lines, Inc.                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       467 | NS      | $30681.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                       | LCM Investments Holdings II LLC                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88687.68     | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31292GWC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5589 | PA      | $5708.45      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp.                                                      | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53008.47     | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1022337 | PA      | $866318.36    | 0.39%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                             | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $222373.37    | 0.10%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                           | Las Vegas Sands Corp.                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       258 | NS      | $14633.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments, Inc.                                                         | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95281.17     | 0.04%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62299.15     | 0.03%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                    | Wayfair LLC                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310032.60    | 0.14%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co.                                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104502.98    | 0.05%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35035.36     | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                           | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30005.55     | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        25 | NS      | $105983.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                         | T. Rowe Price Group, Inc.                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       193 | NS      | $18263.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                           | Celsius Holdings, Inc.                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7365 | NS      | $394837.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       241 | NS      | $7297.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA                       | Weatherford International Ltd.                                                | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15409.59     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1450 | NS      | $179539.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Global Gold Miners ETF            | iShares MSCI Global Gold Miners ETF                                           | CUSIP: 46434G855<br>LEI: 549300GPQXTYLBQN1755 | Long             | EC               | RF                | US        |     37300 | NS      | $3708366.00   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS                        | FTAI Aviation Investors LLC                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     78000 | PA      | $82534.06     | 0.04%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1388961 | PA      | $1161847.54   | 0.52%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                             | Expand Energy Corp.                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      9426 | NS      | $1017253.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co.                                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       137 | NS      | $13582.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc             | Broadridge Financial Solutions, Inc.                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       102 | NS      | $18958.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75291 | PA      | $72326.91     | 0.03%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics, Inc.                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        67 | NS      | $14197.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                     | STERIS PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        70 | NS      | $17664.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P Global, Inc.                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       264 | NS      | $116656.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                     | Arcosa, Inc.                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38817.88     | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       141 | NC      | $1588323.70   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc               | West Pharmaceutical Services, Inc.                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        52 | NS      | $13225.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                        | CRH PLC                                                                       | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      1051 | NS      | $126098.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                              | Service Corp. International                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10195.09     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                    | Waters Corp.                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        59 | NS      | $18843.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                 | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1826 | NS      | $1920933.74   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                       | Enbridge Energy Partners LP                                                   | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118235.32    | 0.05%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40961.50     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                        | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       215 | NS      | $49063.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | Global Payments, Inc.                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       211 | NS      | $16133.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                               | Henry Schein, Inc.                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        43 | NS      | $3542.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co.                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2307 | NS      | $692792.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co.                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       630 | NS      | $22680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     28125 | NS      | $5906250.00   | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP, Inc.                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       650 | NS      | $12343.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                       | Clear Channel Outdoor Holdings, Inc.                                          | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37293.63     | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp       | Westinghouse Air Brake Technologies Corp.                                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       140 | NS      | $36953.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137516.60    | 0.06%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                  | DTE Energy Co.                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       333 | NS      | $49363.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31417L5L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3114 | PA      | $3213.21      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP/Icahn Enterprises Finance Corp.                          | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    189000 | PA      | $186155.59    | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                  | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211654.33    | 0.09%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                     | Loews Corp.                                                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       131 | NS      | $14412.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $138669.32    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                         | Cloud Software Group, Inc.                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    148000 | PA      | $145140.20    | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       133 | NS      | $64140.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                | Fair Isaac Corp.                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        18 | NS      | $25368.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust                   | Dell Equipment Finance Trust                                                  | CUSIP: 24703GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $525510.30    | 0.23%             | 2029-01-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                            | Coinbase Global, Inc.                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       207 | NS      | $36400.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CBOE Futures Exchange LLC                      | Future                                                                        | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCR              |  | US        |       -37 | NC      | $18923.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                         | IDEXX Laboratories, Inc.                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        48 | NS      | $31523.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing LLC                                                | CUSIP: 29375NAB1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    143473 | PA      | $144139.77    | 0.06%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK, Inc.                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       448 | NS      | $37080.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | Hologic, Inc.                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       133 | NS      | $10022.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp.                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    160000 | PA      | $167203.52    | 0.07%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                       | Baxter International, Inc.                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       301 | NS      | $6131.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     26709 | NS      | $1665840.33   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                            | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       454 | NS      | $140240.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                      | CH Robinson Worldwide, Inc.                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       108 | NS      | $20007.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                            | Buckeye Partners LP                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64722.61     | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                     | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      8504 | NS      | $1663722.56   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2050000 | PA      | $1854397.20   | 0.83%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc            | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       732 | NS      | $63003.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc               | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       474 | NS      | $38152.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155961.51    | 0.07%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                    | Fastenal Co.                                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       791 | NS      | $36417.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier, Inc.                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $95349.44     | 0.04%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                 | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2444 | NS      | $918748.48    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808087 | PA      | $676333.29    | 0.30%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences, Inc.                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       722 | NS      | $107541.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                 | Sabre GLBL, Inc.                                                              | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     31000 | PA      | $22475.00     | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3150000 | PA      | $3114858.60   | 1.39%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co.                                                               | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113823.31    | 0.05%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                   | SM Energy Co.                                                                 | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     81000 | PA      | $85040.20     | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       926 | NS      | $105063.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31410KME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55796 | PA      | $56592.49     | 0.03%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** UBS INVESTMENT TRUST

**Signature:** Rose Ann Bubloski

**Name of Signer:** Rose Ann Bubloski

**Title:** Director